+1.1%
MSFT vs AMT
-6.0%
+7.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -2.0% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | +2.7% | +4.6% | -1.9% | +2.7% |
| 3M | +17.0% | -8.4% | +25.4% | +16.1% |
| 6M | +23.8% | -6.0% | +29.8% | +22.4% |
| YTD | +4.0% | +2.1% | +1.9% | +3.6% |
| All | +1.1% | -6.0% | +7.2% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling