-98.1%
AMC vs MAS
+368.8%
-466.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +3.6% |
| 7D | +2.3% | -0.8% | +3.1% | +2.6% |
| 30D | -0.7% | -5.6% | +4.8% | +1.5% |
| 3M | +35.2% | +4.4% | +30.8% | +31.5% |
| 6M | +124.6% | +7.2% | +117.4% | +115.6% |
| YTD | +69.9% | +16.1% | +53.8% | +57.9% |
| 1Y | -2.6% | +0.1% | -2.7% | -4.3% |
| 3Y | -79.8% | +28.3% | -108.1% | -82.4% |
| 5Y | -99.4% | +30.5% | -129.9% | -99.5% |
| 10Y | -98.9% | +139.1% | -238.0% | -99.3% |
| All | -98.1% | +368.8% | -466.8% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling