+46.2%
MSFT vs APA
+45.9%
+0.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | +0.1% |
| 7D | -1.3% | +8.5% | -9.8% | -1.5% |
| 30D | -1.8% | +2.8% | -4.6% | -2.0% |
| 3M | +5.6% | +21.7% | -16.1% | +4.7% |
| 6M | +29.8% | +32.6% | -2.8% | +28.1% |
| YTD | +9.0% | +103.7% | -94.7% | +3.4% |
| 1Y | +4.9% | +101.8% | -96.9% | -0.5% |
| 3Y | +46.2% | +48.1% | -1.8% | +29.9% |
| All | +46.2% | +45.9% | +0.3% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling