+878.4%
MSFT vs AMCR
+14.6%
+863.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.1% |
| 7D | +23.2% | -7.5% | +30.7% | +26.0% |
| 30D | +23.2% | -7.5% | +30.7% | +26.0% |
| 3M | +23.2% | -7.5% | +30.7% | +26.0% |
| 6M | +23.2% | -7.5% | +30.7% | +26.0% |
| YTD | +3.1% | +6.0% | -2.9% | +0.3% |
| 1Y | -0.3% | +7.8% | -8.0% | -3.7% |
| 3Y | +50.1% | +5.8% | +44.3% | +41.7% |
| 5Y | +74.6% | -11.6% | +86.3% | +76.4% |
| All | +878.4% | +14.6% | +863.7% | +730.6% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling