+872.1%
MSFT vs APTV
-15.8%
+887.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.5% |
| 7D | -3.5% | -1.8% | -1.7% | -3.1% |
| 30D | -2.1% | -7.9% | +5.8% | -0.1% |
| 3M | +24.2% | -29.9% | +54.1% | +34.8% |
| 6M | +21.9% | -36.6% | +58.4% | +34.5% |
| YTD | +2.5% | -40.0% | +42.4% | +14.2% |
| 1Y | -0.8% | -44.0% | +43.2% | +12.5% |
| 3Y | +50.8% | -54.5% | +105.3% | +74.8% |
| 5Y | +73.5% | -68.8% | +142.3% | +117.4% |
| All | +872.1% | -15.8% | +887.9% | +850.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling