+47.6%
MSFT vs AMC
-58.9%
+106.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.3% |
| 7D | +2.3% | +5.5% | -3.2% | +2.1% |
| 30D | -0.4% | +16.1% | -16.5% | -1.0% |
| 3M | +5.6% | +43.0% | -37.4% | +3.8% |
| 6M | +29.0% | +130.7% | -101.7% | +23.3% |
| YTD | +10.9% | +121.8% | -110.9% | +5.8% |
| 1Y | +6.2% | +40.7% | -34.4% | +2.7% |
| 3Y | +47.6% | -56.8% | +104.4% | +38.1% |
| All | +47.6% | -58.9% | +106.5% | +38.1% |
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