+64.1%
MSFT vs APA
+71.7%
-7.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.2% |
| 7D | +1.7% | -15.5% | +17.2% | +3.1% |
| 30D | +0.2% | +2.4% | -2.2% | -0.2% |
| 3M | +6.4% | +22.8% | -16.4% | +4.0% |
| 6M | +28.7% | +17.9% | +10.8% | +26.1% |
| YTD | +10.4% | +87.7% | -77.3% | +1.8% |
| 1Y | +7.6% | +94.2% | -86.6% | -1.4% |
| 3Y | +52.3% | +27.2% | +25.1% | +42.6% |
| All | +64.1% | +71.7% | -7.6% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling