+9.0%
MSFT vs AMCR
+32.3%
-23.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.3% | +3.4% | +6.7% |
| 7D | +4.7% | +6.2% | -1.6% | +4.7% |
| 30D | +5.8% | +16.0% | -10.2% | +6.0% |
| 3M | +13.0% | +4.4% | +8.6% | +13.0% |
| 6M | +34.9% | +35.5% | -0.6% | +35.4% |
| YTD | +15.7% | +21.5% | -5.9% | +18.0% |
| 1Y | +9.0% | +30.7% | -21.8% | +14.1% |
| All | +9.0% | +32.3% | -23.3% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling