+73.5%
MSFT vs AME
+82.5%
-9.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.7% |
| 7D | -2.7% | +0.6% | -3.3% | -3.0% |
| 30D | +2.7% | -6.7% | +9.4% | +5.5% |
| 3M | +17.0% | +4.1% | +12.9% | +14.3% |
| 6M | +23.8% | +1.6% | +22.2% | +21.5% |
| YTD | +4.0% | +16.1% | -12.2% | -5.3% |
| 1Y | -0.8% | +27.3% | -28.1% | -14.6% |
| 3Y | +55.6% | +50.9% | +4.7% | +16.2% |
| All | +73.5% | +82.5% | -9.0% | +7.9% |
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