+28.8%
MSFT vs APTV
-30.3%
+59.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.5% |
| 7D | -2.4% | -5.0% | +2.6% | -2.1% |
| 30D | -3.8% | -12.3% | +8.6% | -3.1% |
| 3M | +6.4% | -19.9% | +26.4% | +7.2% |
| 6M | +28.8% | -29.4% | +58.2% | +28.8% |
| All | +28.8% | -30.3% | +59.1% | +28.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling