+885.0%
MSFT vs APO
+943.6%
-58.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.3% |
| 7D | -1.0% | -1.0% | -0.1% | -0.7% |
| 30D | -2.7% | -0.4% | -2.3% | -2.7% |
| 3M | +22.1% | -0.9% | +23.0% | +22.0% |
| 6M | +20.6% | +22.1% | -1.6% | +11.6% |
| YTD | +2.3% | -8.4% | +10.7% | +3.8% |
| 1Y | -0.5% | -0.9% | +0.4% | -2.5% |
| 3Y | +50.5% | +56.1% | -5.6% | +20.6% |
| 5Y | +72.3% | +136.0% | -63.7% | +15.1% |
| 10Y | +885.0% | +949.3% | -64.3% | +331.9% |
| All | +885.0% | +943.6% | -58.6% | +331.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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