+73.5%
MSFT vs AMCR
-9.6%
+83.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -3.5% | -5.0% | +1.5% | -2.2% |
| 30D | -2.1% | -8.0% | +5.9% | 0.0% |
| 3M | +24.2% | +14.3% | +9.9% | +19.3% |
| 6M | +21.9% | +5.3% | +16.5% | +19.2% |
| YTD | +2.5% | +7.7% | -5.3% | -1.2% |
| 1Y | -0.8% | +10.8% | -11.6% | -5.5% |
| 3Y | +50.8% | +9.6% | +41.2% | +36.6% |
| 5Y | +73.5% | -10.2% | +83.7% | +77.8% |
| All | +73.5% | -9.6% | +83.1% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling