+33.6%
MSFT vs AMIX
-100.0%
+133.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.6% | +2.0% | -3.6% |
| 7D | +1.1% | -25.5% | +26.6% | +1.2% |
| 30D | +1.3% | -56.2% | +57.4% | +1.4% |
| 3M | +10.2% | -87.4% | +97.6% | +10.6% |
| 6M | +30.8% | -80.9% | +111.7% | +30.7% |
| YTD | +11.5% | -86.8% | +98.4% | +11.5% |
| 1Y | +6.5% | -91.3% | +97.9% | +6.7% |
| All | +33.6% | -100.0% | +133.5% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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