+72.3%
MSFT vs APTV
-69.9%
+142.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.2% |
| 7D | -1.0% | -1.2% | +0.1% | -0.8% |
| 30D | -2.7% | -10.6% | +8.0% | -0.2% |
| 3M | +22.1% | -35.0% | +57.1% | +34.1% |
| 6M | +20.6% | -38.9% | +59.5% | +33.4% |
| YTD | +2.3% | -41.5% | +43.8% | +13.9% |
| 1Y | -0.5% | -45.8% | +45.3% | +12.8% |
| 3Y | +50.5% | -55.7% | +106.2% | +76.2% |
| 5Y | +72.3% | -70.1% | +142.5% | +120.4% |
| All | +72.3% | -69.9% | +142.2% | +120.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling