+2,535.7%
MSFT vs APTV
+138.1%
+2,397.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -1.3% | -1.7% | +0.5% | -0.8% |
| 30D | -1.8% | -11.6% | +9.8% | +1.4% |
| 3M | +5.6% | -21.2% | +26.8% | +12.3% |
| 6M | +29.8% | -28.5% | +58.3% | +39.4% |
| YTD | +9.0% | -49.1% | +58.1% | +27.6% |
| 1Y | +4.9% | -52.2% | +57.1% | +24.9% |
| 3Y | +46.2% | -48.6% | +94.8% | +63.5% |
| 5Y | +62.1% | -77.3% | +139.4% | +124.9% |
| 10Y | +899.6% | -26.9% | +926.5% | +776.2% |
| All | +2,535.7% | +138.1% | +2,397.7% | +1,403.2% |
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 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