+2,531.3%
MSFT vs APTV
+138.4%
+2,392.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | -2.4% | -5.0% | +2.6% | -1.0% |
| 30D | -3.8% | -12.3% | +8.6% | -0.4% |
| 3M | +6.4% | -19.9% | +26.4% | +12.7% |
| 6M | +28.8% | -29.4% | +58.2% | +38.8% |
| YTD | +8.8% | -49.0% | +57.8% | +27.3% |
| 1Y | +3.2% | -53.1% | +56.3% | +23.5% |
| 3Y | +44.8% | -48.9% | +93.7% | +62.2% |
| 5Y | +61.8% | -77.2% | +139.1% | +124.5% |
| 10Y | +897.9% | -26.8% | +924.7% | +774.4% |
| All | +2,531.3% | +138.4% | +2,392.9% | +1,400.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling