+46.2%
MSFT vs AA
+67.6%
-21.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | +0.3% |
| 7D | -1.3% | +0.5% | -1.8% | -1.3% |
| 30D | -1.8% | -0.6% | -1.2% | -1.8% |
| 3M | +5.6% | -19.7% | +25.3% | +7.6% |
| 6M | +29.8% | -41.6% | +71.4% | +35.4% |
| YTD | +9.0% | -24.6% | +33.6% | +10.1% |
| 1Y | +4.9% | +4.9% | +0.1% | +2.0% |
| 3Y | +46.2% | +66.8% | -20.6% | +37.6% |
| All | +46.2% | +67.6% | -21.4% | +37.6% |
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