+52.3%
MSFT vs APA
+24.2%
+28.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.1% |
| 7D | +1.7% | -15.5% | +17.2% | +2.3% |
| 30D | +0.2% | +2.4% | -2.2% | 0.0% |
| 3M | +6.4% | +22.8% | -16.4% | +5.3% |
| 6M | +28.7% | +17.9% | +10.8% | +27.5% |
| YTD | +10.4% | +87.7% | -77.3% | +5.1% |
| 1Y | +7.6% | +94.2% | -86.6% | +1.9% |
| 3Y | +52.3% | +27.2% | +25.1% | +34.4% |
| All | +52.3% | +24.2% | +28.1% | +34.4% |
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