+141,733.1%
MSFT vs APA
+860.5%
+140,872.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.4% |
| 7D | +1.7% | -15.5% | +17.2% | +4.0% |
| 30D | +0.2% | +2.4% | -2.2% | -0.4% |
| 3M | +6.4% | +22.8% | -16.4% | +2.8% |
| 6M | +28.7% | +17.9% | +10.8% | +24.6% |
| YTD | +10.4% | +87.7% | -77.3% | -1.0% |
| 1Y | +7.6% | +94.2% | -86.6% | -4.1% |
| 3Y | +52.3% | +27.2% | +25.1% | +40.2% |
| 5Y | +64.5% | +74.1% | -9.6% | +39.7% |
| 10Y | +917.8% | +2.6% | +915.2% | +691.6% |
| All | +141,733.1% | +860.5% | +140,872.6% | +86,714.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling