+55.0%
MSFT vs AA
+75.5%
-20.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.8% |
| 7D | -2.7% | -0.7% | -2.0% | -2.6% |
| 30D | +2.7% | +5.0% | -2.3% | +2.1% |
| 3M | +17.0% | -35.8% | +52.8% | +21.3% |
| 6M | +23.8% | -18.4% | +42.2% | +24.9% |
| YTD | +4.0% | -5.5% | +9.5% | +3.0% |
| 1Y | -0.8% | +61.0% | -61.8% | -8.1% |
| All | +55.0% | +75.5% | -20.5% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 3y: compounded portfolio wealth divided by compounded AA 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…
3y analysis · Full analysis span regression · 6 months rolling