+73.5%
MSFT vs APP
+313.3%
-239.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.3% | -2.3% |
| 7D | -2.7% | +0.9% | -3.6% | -2.8% |
| 30D | +2.7% | -23.3% | +26.0% | +5.9% |
| 3M | +17.0% | -42.6% | +59.6% | +25.0% |
| 6M | +23.8% | -33.6% | +57.4% | +29.1% |
| YTD | +4.0% | -52.4% | +56.4% | +11.9% |
| 1Y | -0.8% | -35.9% | +35.1% | +1.6% |
| 3Y | +55.6% | +642.2% | -586.6% | +1.8% |
| All | +73.5% | +313.3% | -239.8% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling