+3.2%
MSFT vs APA
+101.2%
-98.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.6% |
| 7D | -2.4% | +9.6% | -12.0% | -1.5% |
| 30D | -3.8% | -0.2% | -3.5% | -3.5% |
| 3M | +6.4% | +19.8% | -13.4% | +8.8% |
| 6M | +28.8% | +30.1% | -1.3% | +33.1% |
| YTD | +8.8% | +100.4% | -91.6% | +18.3% |
| 1Y | +3.2% | +105.2% | -102.0% | +12.9% |
| All | +3.2% | +101.2% | -98.0% | +12.9% |
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