+8.3%
MSFT vs AMRZ
-17.7%
+26.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.2% |
| 7D | -6.2% | -5.5% | -0.8% | -5.7% |
| 30D | -3.7% | +15.6% | -19.3% | -4.8% |
| 3M | +3.6% | -12.1% | +15.7% | +4.6% |
| 6M | +26.8% | -19.4% | +46.2% | +28.5% |
| YTD | +8.4% | -21.9% | +30.3% | +10.2% |
| 1Y | +3.3% | -15.0% | +18.3% | +4.8% |
| All | +8.3% | -17.7% | +26.0% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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