-67.9%
AMC vs MAS
+67.0%
-134.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.6% | +1.7% | +5.2% |
| 7D | +17.7% | +14.2% | +3.6% | +12.1% |
| 30D | +26.2% | +26.8% | -0.7% | +15.5% |
| 3M | +31.3% | +13.1% | +18.2% | +25.3% |
| 6M | +142.8% | +27.9% | +114.8% | +117.5% |
| YTD | +125.6% | +38.7% | +87.0% | +95.6% |
| 1Y | +40.2% | +40.4% | -0.1% | +20.9% |
| All | -67.9% | +67.0% | -134.8% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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