+922.9%
MSFT vs APH
+938.3%
-15.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.8% |
| 7D | +2.3% | -5.0% | +7.4% | +4.2% |
| 30D | -0.4% | -8.4% | +8.0% | +2.9% |
| 3M | +5.6% | -4.5% | +10.1% | +6.0% |
| 6M | +29.0% | +25.3% | +3.7% | +10.1% |
| YTD | +10.9% | +18.9% | -8.0% | -7.1% |
| 1Y | +6.2% | +11.9% | -5.7% | -8.2% |
| 3Y | +47.6% | +278.0% | -230.4% | -46.5% |
| 5Y | +67.9% | +306.4% | -238.5% | -42.9% |
| 10Y | +922.9% | +955.2% | -32.3% | +68.2% |
| All | +922.9% | +938.3% | -15.4% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded APH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling