-94.0%
AMC vs MAGS
+184.9%
-278.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.5% |
| 7D | +3.5% | +1.7% | +1.8% | +2.6% |
| 30D | +12.5% | -5.8% | +18.2% | +16.6% |
| 3M | +23.6% | +0.2% | +23.3% | +24.0% |
| 6M | +144.4% | -2.7% | +147.0% | +148.7% |
| YTD | +108.3% | +4.1% | +104.2% | +104.6% |
| 1Y | +38.9% | +7.5% | +31.4% | +34.2% |
| 3Y | -58.9% | +122.0% | -180.9% | -70.6% |
| All | -94.0% | +184.9% | -278.9% | -95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling