-95.1%
AMC vs MAGS
+188.2%
-283.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +5.1% |
| 7D | +2.3% | +0.5% | +1.8% | +1.9% |
| 30D | -0.7% | +1.5% | -2.2% | -1.6% |
| 3M | +35.2% | +0.5% | +34.7% | +34.6% |
| 6M | +124.6% | +11.6% | +113.0% | +111.9% |
| YTD | +69.9% | +5.3% | +64.6% | +64.9% |
| 1Y | -2.6% | +14.9% | -17.5% | -9.5% |
| 3Y | -79.8% | +128.9% | -208.7% | -85.9% |
| All | -95.1% | +188.2% | -283.3% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling