+139,197.7%
MSFT vs AME
+18,892.6%
+120,305.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.8% | -2.5% |
| 7D | -6.2% | +1.1% | -7.3% | -6.6% |
| 30D | -3.7% | -4.1% | +0.4% | -2.5% |
| 3M | +3.6% | -6.3% | +10.0% | +5.7% |
| 6M | +26.8% | +3.5% | +23.2% | +24.2% |
| YTD | +8.4% | +17.3% | -8.8% | +0.6% |
| 1Y | +3.3% | +22.0% | -18.7% | -5.7% |
| 3Y | +44.3% | +62.0% | -17.7% | +16.8% |
| 5Y | +63.3% | +78.5% | -15.1% | +27.9% |
| 10Y | +894.4% | +441.6% | +452.7% | +429.6% |
| All | +139,197.7% | +18,892.6% | +120,305.1% | +28,403.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling