+53.3%
MSFT vs APH
+89.1%
-35.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -47.8% | +46.3% | +6.1% |
| 7D | -1.1% | -48.7% | +47.6% | +7.0% |
| 30D | +2.7% | -51.9% | +54.6% | +12.6% |
| 3M | +17.0% | -43.6% | +60.5% | +22.4% |
| 6M | +23.8% | -37.5% | +61.4% | +25.1% |
| YTD | +4.0% | -38.6% | +42.6% | +3.1% |
| 1Y | -0.8% | -26.3% | +25.5% | -9.3% |
| All | +53.3% | +89.1% | -35.8% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling