+922.9%
MSFT vs AMT
+125.6%
+797.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.5% |
| 7D | +2.3% | +1.6% | +0.7% | +1.8% |
| 30D | -0.4% | +4.5% | -4.8% | -2.0% |
| 3M | +5.6% | +13.8% | -8.2% | +0.5% |
| 6M | +29.0% | +10.0% | +18.9% | +23.7% |
| YTD | +10.9% | +11.8% | -0.8% | +4.9% |
| 1Y | +6.2% | +10.2% | -4.0% | +0.9% |
| 3Y | +47.6% | +15.1% | +32.5% | +30.3% |
| 5Y | +67.9% | -18.8% | +86.8% | +73.4% |
| 10Y | +922.9% | +133.7% | +789.2% | +597.4% |
| All | +922.9% | +125.6% | +797.3% | +597.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling