+63.3%
MSFT vs APH
+302.4%
-239.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.0% |
| 7D | -6.2% | +0.4% | -6.6% | -6.6% |
| 30D | -3.7% | -8.0% | +4.3% | -1.4% |
| 3M | +3.6% | -5.0% | +8.6% | +4.3% |
| 6M | +26.8% | +29.9% | -3.1% | +10.6% |
| YTD | +8.4% | +18.0% | -9.5% | -5.5% |
| 1Y | +3.3% | +11.3% | -8.0% | -7.6% |
| 3Y | +44.3% | +274.9% | -230.7% | -44.9% |
| 5Y | +63.3% | +300.6% | -237.3% | -42.5% |
| All | +63.3% | +302.4% | -239.1% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling