+915.1%
MSFT vs AME
+444.5%
+470.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | -0.1% |
| 7D | -1.3% | +5.9% | -7.1% | -4.2% |
| 30D | -1.8% | -1.9% | +0.1% | -1.3% |
| 3M | +5.6% | -5.4% | +11.0% | +8.0% |
| 6M | +29.8% | +4.9% | +24.9% | +24.7% |
| YTD | +9.0% | +18.5% | -9.4% | -3.7% |
| 1Y | +4.9% | +25.5% | -20.5% | -10.5% |
| 3Y | +46.2% | +63.0% | -16.8% | +2.5% |
| 5Y | +62.1% | +78.3% | -16.2% | +6.3% |
| All | +915.1% | +444.5% | +470.7% | +301.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling