-95.3%
AMC vs MAGS
+186.6%
-281.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.1% |
| 7D | -0.8% | +1.2% | -2.0% | -1.5% |
| 30D | -1.2% | -0.1% | -1.1% | -1.2% |
| 3M | +42.2% | +3.8% | +38.4% | +38.8% |
| 6M | +118.8% | +13.2% | +105.6% | +104.9% |
| YTD | +64.1% | +4.7% | +59.4% | +59.8% |
| 1Y | -9.5% | +14.4% | -23.9% | -15.7% |
| 3Y | -64.3% | +128.6% | -192.9% | -75.1% |
| All | -95.3% | +186.6% | -281.9% | -96.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling