+922.9%
MSFT vs APD
+187.0%
+735.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.4% |
| 7D | +2.3% | -0.2% | +2.6% | +2.5% |
| 30D | -0.4% | +11.0% | -11.4% | -4.7% |
| 3M | +5.6% | +1.3% | +4.2% | +4.8% |
| 6M | +29.0% | +6.4% | +22.6% | +25.0% |
| YTD | +10.9% | +28.9% | -18.0% | -2.0% |
| 1Y | +6.2% | +23.2% | -17.0% | -4.8% |
| 3Y | +47.6% | +26.3% | +21.3% | +25.1% |
| 5Y | +67.9% | +12.0% | +55.9% | +47.2% |
| 10Y | +922.9% | +183.2% | +739.7% | +377.2% |
| All | +922.9% | +187.0% | +735.9% | +377.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling