+1,659.4%
MSFT vs AMC
-97.7%
+1,757.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.0% |
| 7D | +1.7% | +2.6% | -0.9% | +1.6% |
| 30D | +0.2% | +9.0% | -8.9% | -0.1% |
| 3M | +6.4% | +22.2% | -15.8% | +5.6% |
| 6M | +28.7% | +91.5% | -62.8% | +25.7% |
| YTD | +10.4% | +101.3% | -90.9% | +7.5% |
| 1Y | +7.6% | +20.8% | -13.1% | +6.1% |
| 3Y | +52.3% | -71.3% | +123.6% | +53.2% |
| 5Y | +64.5% | -99.2% | +163.8% | +74.1% |
| 10Y | +917.8% | -98.7% | +1,016.5% | +944.0% |
| All | +1,659.4% | -97.7% | +1,757.1% | +1,528.8% |
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