+47.6%
MSFT vs APP
+892.0%
-844.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.8% |
| 7D | +2.3% | +61.1% | -58.8% | -3.2% |
| 30D | -0.4% | +42.8% | -43.1% | -4.6% |
| 3M | +5.6% | +16.7% | -11.1% | +3.1% |
| 6M | +29.0% | -15.6% | +44.5% | +29.6% |
| YTD | +10.9% | -41.3% | +52.2% | +14.2% |
| 1Y | +6.2% | -39.3% | +45.5% | +8.7% |
| 3Y | +47.6% | +803.2% | -755.6% | +12.3% |
| All | +47.6% | +892.0% | -844.4% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APP.
Daily Out/Under-Performance
Portfolio return minus APP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APP 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 APP 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