+48.9%
MSFT vs AMCR
+8.5%
+40.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.3% | -0.3% |
| 7D | -1.0% | -6.3% | +5.2% | -0.6% |
| 30D | -2.7% | -7.1% | +4.5% | -2.2% |
| 3M | +22.1% | +12.7% | +9.4% | +21.0% |
| 6M | +20.6% | +5.2% | +15.4% | +20.0% |
| YTD | +2.3% | +8.1% | -5.8% | +1.3% |
| 1Y | -0.5% | +11.7% | -12.3% | -2.0% |
| All | +48.9% | +8.5% | +40.4% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling