+51.2%
MSFT vs APTV
-54.7%
+105.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.5% | -0.6% |
| 7D | -1.4% | +2.0% | -3.4% | -1.7% |
| 30D | -1.0% | -7.7% | +6.7% | -0.1% |
| 3M | +20.2% | -34.0% | +54.2% | +26.1% |
| 6M | +21.3% | -37.1% | +58.4% | +27.7% |
| YTD | +2.8% | -39.9% | +42.7% | +8.7% |
| 1Y | 0.0% | -44.4% | +44.4% | +7.0% |
| 3Y | +51.2% | -54.5% | +105.7% | +58.2% |
| All | +51.2% | -54.7% | +105.9% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling