+4,025.8%
MSFT vs AMT
+1,431.6%
+2,594.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.4% |
| 7D | +1.7% | +0.5% | +1.1% | +1.6% |
| 30D | +0.2% | +13.6% | -13.4% | -2.6% |
| 3M | +6.4% | +11.5% | -5.1% | +3.8% |
| 6M | +28.7% | +6.9% | +21.8% | +26.4% |
| YTD | +10.4% | +10.8% | -0.4% | +7.2% |
| 1Y | +7.6% | +10.3% | -2.7% | +4.6% |
| 3Y | +52.3% | +12.4% | +39.9% | +44.8% |
| 5Y | +64.5% | -20.1% | +84.6% | +67.0% |
| 10Y | +917.8% | +116.8% | +801.0% | +747.9% |
| All | +4,025.8% | +1,431.6% | +2,594.2% | +1,938.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling