+46.2%
MSFT vs AMC
-59.1%
+105.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.3% |
| 7D | -1.3% | +3.5% | -4.8% | -1.4% |
| 30D | -1.8% | +12.5% | -14.3% | -2.3% |
| 3M | +5.6% | +23.6% | -17.9% | +4.5% |
| 6M | +29.8% | +144.4% | -114.6% | +23.9% |
| YTD | +9.0% | +108.3% | -99.3% | +4.3% |
| 1Y | +4.9% | +38.9% | -33.9% | +1.6% |
| 3Y | +46.2% | -58.9% | +105.1% | +37.3% |
| All | +46.2% | -59.1% | +105.3% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling