+32.3%
MSFT vs AMIX
-100.0%
+132.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.7% | -16.0% | +17.7% | +1.7% |
| 30D | +0.2% | -55.4% | +55.6% | +0.3% |
| 3M | +6.4% | -87.5% | +93.9% | +6.8% |
| 6M | +28.7% | -81.2% | +109.9% | +28.6% |
| YTD | +10.4% | -86.8% | +97.3% | +10.4% |
| 1Y | +7.6% | -91.6% | +99.2% | +7.7% |
| All | +32.3% | -100.0% | +132.2% | +39.7% |
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