+3,785.4%
MSFT vs AMT
+1,311.4%
+2,474.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -1.8% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | +2.7% | +4.6% | -1.9% | +1.7% |
| 3M | +17.0% | -8.4% | +25.4% | +18.9% |
| 6M | +23.8% | -6.0% | +29.8% | +25.0% |
| YTD | +4.0% | +2.1% | +1.9% | +2.8% |
| 1Y | -0.8% | -6.4% | +5.6% | -0.3% |
| 3Y | +55.6% | +8.1% | +47.5% | +48.8% |
| 5Y | +72.9% | -31.9% | +104.8% | +81.7% |
| 10Y | +875.8% | +97.1% | +778.7% | +729.8% |
| All | +3,785.4% | +1,311.4% | +2,474.1% | +1,855.3% |
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