+2.6%
MSFT vs AMRZ
-17.3%
+19.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -0.8% |
| 7D | -1.4% | -2.0% | +0.6% | -1.2% |
| 30D | -1.0% | -9.8% | +8.8% | -0.3% |
| 3M | +20.2% | -17.2% | +37.4% | +21.6% |
| 6M | +21.3% | -26.9% | +48.2% | +23.3% |
| YTD | +2.8% | -21.5% | +24.3% | +4.5% |
| 1Y | 0.0% | -22.9% | +22.8% | +0.7% |
| All | +2.6% | -17.3% | +19.9% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling