+52.3%
MSFT vs APD
+11.7%
+40.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | +1.7% | -3.7% | +5.3% | +2.1% |
| 30D | +0.2% | +9.6% | -9.4% | -0.7% |
| 3M | +6.4% | +1.6% | +4.7% | +6.2% |
| 6M | +28.7% | +2.2% | +26.5% | +28.4% |
| YTD | +10.4% | +25.9% | -15.5% | +7.7% |
| 1Y | +7.6% | +20.1% | -12.5% | +5.5% |
| 3Y | +52.3% | +12.4% | +39.9% | +48.8% |
| All | +52.3% | +11.7% | +40.6% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling