+131,458.9%
AAPL vs MSFT
+144,171.3%
-12,712.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | -0.7% | +1.7% | -2.3% | -1.6% |
| 30D | +1.7% | +0.2% | +1.5% | +1.4% |
| 3M | +9.7% | +6.4% | +3.3% | +5.7% |
| 6M | +19.3% | +28.7% | -9.4% | +1.5% |
| YTD | +26.3% | +10.4% | +15.9% | +15.3% |
| 1Y | +27.4% | +7.6% | +19.8% | +17.7% |
| 3Y | +93.6% | +52.3% | +41.3% | +46.3% |
| 5Y | +131.7% | +64.5% | +67.2% | +66.3% |
| 10Y | +1,268.5% | +917.8% | +350.7% | +282.4% |
| All | +131,458.9% | +144,171.3% | -12,712.3% | +3,517.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFT.
Daily Out/Under-Performance
Portfolio return minus MSFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFT 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 MSFT 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