+915.1%
MSFT vs APH
+926.5%
-11.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +1.0% |
| 7D | -1.3% | +4.9% | -6.1% | -3.6% |
| 30D | -1.8% | -5.4% | +3.6% | -0.2% |
| 3M | +5.6% | -5.5% | +11.1% | +6.6% |
| 6M | +29.8% | +25.9% | +3.9% | +10.6% |
| YTD | +9.0% | +16.4% | -7.3% | -7.8% |
| 1Y | +4.9% | +16.5% | -11.5% | -11.8% |
| 3Y | +46.2% | +270.9% | -224.6% | -46.6% |
| 5Y | +62.1% | +289.5% | -227.4% | -43.5% |
| All | +915.1% | +926.5% | -11.4% | +69.8% |
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