-93.7%
AMC vs MAGS
+186.7%
-280.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.3% | +6.0% | +7.0% |
| 7D | +6.6% | +1.3% | +5.3% | +6.3% |
| 30D | +14.1% | -6.3% | +20.4% | +18.7% |
| 3M | +31.3% | -0.1% | +31.3% | +31.9% |
| 6M | +126.7% | -0.8% | +127.4% | +128.3% |
| YTD | +117.9% | +4.7% | +113.2% | +113.3% |
| 1Y | +41.1% | +6.8% | +34.3% | +36.8% |
| 3Y | -61.0% | +128.9% | -189.9% | -72.5% |
| All | -93.7% | +186.7% | -280.5% | -95.7% |
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