+2,414.1%
MSFT vs APTV
+194.6%
+2,219.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -2.9% |
| 7D | -2.7% | +4.8% | -7.5% | -4.0% |
| 30D | +2.7% | +2.0% | +0.7% | +1.9% |
| 3M | +17.0% | -34.2% | +51.2% | +29.9% |
| 6M | +23.8% | -34.7% | +58.5% | +36.4% |
| YTD | +4.0% | -37.0% | +41.0% | +15.1% |
| 1Y | -0.8% | -40.4% | +39.6% | +11.2% |
| 3Y | +55.6% | -54.1% | +109.7% | +81.4% |
| 5Y | +72.9% | -68.0% | +140.9% | +117.7% |
| 10Y | +875.8% | -15.5% | +891.3% | +726.0% |
| All | +2,414.1% | +194.6% | +2,219.5% | +1,255.9% |
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