+41,385.2%
MSFT vs APH
+61,451.9%
-20,066.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -47.8% | +46.3% | +12.8% |
| 7D | -1.1% | -48.7% | +47.6% | +13.9% |
| 30D | +2.7% | -51.9% | +54.6% | +20.4% |
| 3M | +17.0% | -43.6% | +60.5% | +29.4% |
| 6M | +23.8% | -37.5% | +61.4% | +31.5% |
| YTD | +4.0% | -38.6% | +42.6% | +9.5% |
| 1Y | -0.8% | -26.3% | +25.5% | -2.1% |
| 3Y | +55.6% | +89.2% | -33.6% | +11.7% |
| 5Y | +72.9% | +119.8% | -46.9% | +18.8% |
| 10Y | +875.8% | +454.3% | +421.6% | +413.6% |
| All | +41,385.2% | +61,451.9% | -20,066.8% | +9,631.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling