+64.1%
MSFT vs APH
+280.5%
-216.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -2.4% |
| 7D | +1.7% | -5.9% | +7.6% | +3.4% |
| 30D | +0.2% | -14.8% | +15.0% | +5.4% |
| 3M | +6.4% | -12.4% | +18.8% | +10.2% |
| 6M | +28.7% | +8.1% | +20.6% | +20.8% |
| YTD | +10.4% | +10.9% | -0.5% | -1.6% |
| 1Y | +7.6% | +8.8% | -1.2% | -3.6% |
| 3Y | +52.3% | +262.1% | -209.8% | -41.7% |
| All | +64.1% | +280.5% | -216.5% | -41.5% |
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