+40.2%
AMC vs MAGS
+5.9%
+34.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.2% | +5.1% | +5.6% |
| 7D | +17.7% | -1.4% | +19.1% | +18.8% |
| 30D | +26.2% | -4.4% | +30.5% | +30.5% |
| 3M | +31.3% | +1.9% | +29.4% | +29.5% |
| 6M | +142.8% | +4.9% | +137.8% | +133.9% |
| YTD | +125.6% | +6.5% | +119.1% | +111.3% |
| 1Y | +40.2% | +6.3% | +33.9% | +31.8% |
| All | +40.2% | +5.9% | +34.4% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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