-80.6%
AMC vs MAGS
+128.5%
-209.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +5.2% |
| 7D | +2.3% | +0.5% | +1.8% | +1.9% |
| 30D | -0.7% | +1.5% | -2.2% | -1.7% |
| 3M | +35.2% | +0.5% | +34.7% | +34.4% |
| 6M | +124.6% | +11.6% | +113.0% | +109.8% |
| YTD | +69.9% | +5.3% | +64.6% | +64.1% |
| 1Y | -2.6% | +14.9% | -17.5% | -10.7% |
| All | -80.6% | +128.5% | -209.0% | -89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling