+5.7%
MSFT vs APA
+89.8%
-84.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -0.7% |
| 7D | +1.7% | -15.5% | +17.2% | +0.2% |
| 30D | +0.2% | +2.4% | -2.2% | +0.6% |
| 3M | +6.4% | +22.8% | -16.4% | +9.0% |
| 6M | +28.7% | +17.9% | +10.8% | +31.6% |
| YTD | +10.4% | +87.7% | -77.3% | +19.3% |
| All | +5.7% | +89.8% | -84.0% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling