+52.3%
MSFT vs AME
+62.2%
-9.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.4% |
| 7D | +1.7% | -5.2% | +6.8% | +2.3% |
| 30D | +0.2% | -8.0% | +8.2% | +1.2% |
| 3M | +6.4% | -8.9% | +15.3% | +7.6% |
| 6M | +28.7% | -5.0% | +33.7% | +29.3% |
| YTD | +10.4% | +11.9% | -1.5% | +6.1% |
| 1Y | +7.6% | +16.6% | -9.0% | +2.1% |
| 3Y | +52.3% | +62.5% | -10.2% | +33.1% |
| All | +52.3% | +62.2% | -9.9% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling