+1,973.6%
MSFT vs AMCR
+96.6%
+1,877.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.7% |
| 7D | -1.4% | -1.8% | +0.4% | -1.0% |
| 30D | -1.0% | -6.0% | +5.0% | +0.4% |
| 3M | +20.2% | +18.9% | +1.3% | +15.0% |
| 6M | +21.3% | +5.7% | +15.6% | +18.8% |
| YTD | +2.8% | +11.1% | -8.3% | -1.0% |
| 1Y | 0.0% | +12.7% | -12.8% | -4.2% |
| 3Y | +51.2% | +9.6% | +41.6% | +43.3% |
| 5Y | +71.4% | -10.3% | +81.8% | +71.5% |
| 10Y | +868.6% | +16.5% | +852.1% | +768.1% |
| All | +1,973.6% | +96.6% | +1,877.0% | +1,710.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling