+8.6%
MSFT vs APH
+15.1%
-6.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.2% | -5.5% | +2.1% |
| 7D | +7.5% | +1.1% | +6.4% | +7.2% |
| 30D | +1.9% | -7.5% | +9.4% | +2.2% |
| 3M | +9.2% | -4.4% | +13.7% | +9.2% |
| 6M | +31.9% | +26.5% | +5.4% | +28.7% |
| YTD | +13.4% | +20.0% | -6.6% | +8.4% |
| All | +8.6% | +15.1% | -6.4% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling