+922.9%
MSFT vs AMC
-98.7%
+1,021.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.2% |
| 7D | +2.3% | +5.5% | -3.2% | +2.2% |
| 30D | -0.4% | +16.1% | -16.5% | -0.8% |
| 3M | +5.6% | +43.0% | -37.4% | +4.5% |
| 6M | +29.0% | +130.7% | -101.7% | +25.6% |
| YTD | +10.9% | +121.8% | -110.9% | +8.0% |
| 1Y | +6.2% | +40.7% | -34.4% | +4.5% |
| 3Y | +47.6% | -56.8% | +104.4% | +47.0% |
| 5Y | +67.9% | -99.1% | +167.0% | +75.8% |
| 10Y | +922.9% | -98.7% | +1,021.5% | +921.3% |
| All | +922.9% | -98.7% | +1,021.6% | +921.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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