+3,966.6%
MSFT vs AMT
+1,439.7%
+2,526.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.4% | -2.2% | -0.2% | -2.0% |
| 30D | -3.8% | +5.8% | -9.5% | -4.9% |
| 3M | +6.4% | +12.6% | -6.2% | +3.7% |
| 6M | +28.8% | +8.3% | +20.5% | +26.2% |
| YTD | +8.8% | +11.4% | -2.6% | +5.6% |
| 1Y | +3.2% | +7.7% | -4.6% | +0.7% |
| 3Y | +44.8% | +14.8% | +30.0% | +37.0% |
| 5Y | +61.8% | -18.0% | +79.8% | +63.4% |
| 10Y | +897.9% | +133.0% | +765.0% | +720.3% |
| All | +3,966.6% | +1,439.7% | +2,526.9% | +1,906.9% |
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