+407.9%
AMD vs MAGS
+188.2%
+219.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.1% | +6.4% |
| 7D | +2.6% | +0.5% | +2.0% | +1.7% |
| 30D | -0.9% | +1.5% | -2.4% | -3.1% |
| 3M | -8.7% | +0.5% | -9.2% | -9.4% |
| 6M | +136.3% | +11.6% | +124.8% | +107.9% |
| YTD | +123.0% | +5.3% | +117.7% | +111.0% |
| 1Y | +195.2% | +14.9% | +180.3% | +154.2% |
| 3Y | +336.3% | +128.9% | +207.4% | +61.0% |
| All | +407.9% | +188.2% | +219.7% | +54.7% |
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