+30.6%
MSFT vs AMIX
-100.0%
+130.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.2% |
| 7D | -1.3% | -9.9% | +8.6% | -1.2% |
| 30D | -1.8% | -52.8% | +50.9% | -1.7% |
| 3M | +5.6% | -80.0% | +85.7% | +6.0% |
| 6M | +29.8% | -80.2% | +110.0% | +29.7% |
| YTD | +9.0% | -88.1% | +97.2% | +9.0% |
| 1Y | +4.9% | -91.1% | +96.0% | +5.1% |
| All | +30.6% | -100.0% | +130.5% | +38.0% |
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