+38.2%
AMC vs MAGS
+4.9%
+33.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.3% | +6.0% | +6.2% |
| 7D | +6.6% | +1.3% | +5.3% | +6.3% |
| 30D | +14.1% | -6.3% | +20.4% | +20.6% |
| 3M | +31.3% | -0.1% | +31.3% | +32.1% |
| 6M | +126.7% | -0.8% | +127.4% | +131.4% |
| YTD | +117.9% | +4.7% | +113.2% | +108.1% |
| All | +38.2% | +4.9% | +33.3% | +33.4% |
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