+3.2%
MSFT vs APD
+23.7%
-20.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.4% |
| 7D | -2.4% | +2.2% | -4.6% | -2.4% |
| 30D | -3.8% | +9.4% | -13.2% | -3.5% |
| 3M | +6.4% | +4.7% | +1.7% | +6.6% |
| 6M | +28.8% | +5.5% | +23.3% | +28.4% |
| YTD | +8.8% | +31.4% | -22.6% | +13.1% |
| 1Y | +3.2% | +24.1% | -20.9% | +6.1% |
| All | +3.2% | +23.7% | -20.5% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling