+46.2%
MSFT vs AMCR
+14.2%
+32.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.3% | -2.4% | +1.1% | -1.1% |
| 30D | -1.8% | +3.6% | -5.4% | -2.0% |
| 3M | +5.6% | -4.2% | +9.8% | +5.9% |
| 6M | +29.8% | +15.5% | +14.3% | +28.4% |
| YTD | +9.0% | +9.7% | -0.7% | +8.0% |
| 1Y | +4.9% | +8.3% | -3.4% | +4.1% |
| 3Y | +46.2% | +15.4% | +30.9% | +42.2% |
| All | +46.2% | +14.2% | +32.0% | +42.2% |
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