+64.1%
MSFT vs AME
+66.2%
-2.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -2.0% |
| 7D | +1.7% | -5.2% | +6.8% | +3.5% |
| 30D | +0.2% | -8.0% | +8.2% | +3.2% |
| 3M | +6.4% | -8.9% | +15.3% | +9.8% |
| 6M | +28.7% | -5.0% | +33.7% | +30.0% |
| YTD | +10.4% | +11.9% | -1.5% | +1.7% |
| 1Y | +7.6% | +16.6% | -9.0% | -3.2% |
| 3Y | +52.3% | +62.5% | -10.2% | +5.1% |
| All | +64.1% | +66.2% | -2.2% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling