+868.6%
MSFT vs APA
-0.7%
+869.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.3% |
| 7D | -1.4% | -1.7% | +0.3% | -1.2% |
| 30D | -1.0% | +15.7% | -16.8% | -2.6% |
| 3M | +20.2% | +16.5% | +3.7% | +18.0% |
| 6M | +21.3% | +35.1% | -13.8% | +16.5% |
| YTD | +2.8% | +82.2% | -79.4% | -4.7% |
| 1Y | 0.0% | +102.5% | -102.5% | -8.8% |
| 3Y | +51.2% | +10.3% | +40.9% | +44.5% |
| 5Y | +71.4% | +166.1% | -94.7% | +45.0% |
| 10Y | +868.6% | -4.9% | +873.5% | +690.8% |
| All | +868.6% | -0.7% | +869.3% | +690.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling