+1,677.0%
MSFT vs AMC
-97.8%
+1,774.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -12.5% | +8.9% | -3.2% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | +1.3% | +4.4% | -3.2% | +1.1% |
| 3M | +10.2% | +15.4% | -5.2% | +9.6% |
| 6M | +30.8% | +93.7% | -62.9% | +27.7% |
| YTD | +11.5% | +97.4% | -85.9% | +8.6% |
| 1Y | +6.5% | +23.2% | -16.7% | +5.0% |
| 3Y | +55.5% | -71.3% | +126.7% | +56.3% |
| 5Y | +66.2% | -99.3% | +165.4% | +75.9% |
| 10Y | +928.0% | -98.7% | +1,026.7% | +955.0% |
| All | +1,677.0% | -97.8% | +1,774.8% | +1,546.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling