+889.6%
MSFT vs AME
+428.6%
+461.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -1.4% | +2.8% | -4.2% | -2.9% |
| 30D | -1.0% | -6.3% | +5.2% | +2.2% |
| 3M | +20.2% | +5.4% | +14.8% | +16.1% |
| 6M | +21.3% | +7.4% | +13.8% | +14.8% |
| YTD | +2.8% | +16.2% | -13.4% | -7.6% |
| 1Y | 0.0% | +26.8% | -26.8% | -15.3% |
| 3Y | +51.2% | +57.5% | -6.3% | +9.1% |
| 5Y | +71.4% | +84.8% | -13.4% | +10.9% |
| All | +889.6% | +428.6% | +461.1% | +304.0% |
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