+922.9%
MSFT vs APA
+0.4%
+922.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.3% |
| 7D | +2.3% | -5.5% | +7.9% | +2.8% |
| 30D | -0.4% | -1.2% | +0.8% | -0.4% |
| 3M | +5.6% | +10.6% | -5.0% | +4.2% |
| 6M | +29.0% | +28.4% | +0.5% | +24.9% |
| YTD | +10.9% | +89.7% | -78.8% | +2.2% |
| 1Y | +6.2% | +90.6% | -84.4% | -2.3% |
| 3Y | +47.6% | +36.9% | +10.7% | +37.5% |
| 5Y | +67.9% | +83.2% | -15.3% | +48.1% |
| 10Y | +922.9% | -0.1% | +923.0% | +742.0% |
| All | +922.9% | +0.4% | +922.5% | +742.0% |
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