+95.5%
AMD vs MAR
+62.0%
+33.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.9% |
| 7D | -15.5% | +7.7% | -23.2% | -15.9% |
| 30D | -22.6% | +19.4% | -42.0% | -23.6% |
| 3M | -5.7% | +23.3% | -29.1% | -7.2% |
| 6M | +43.1% | +22.8% | +20.3% | +39.8% |
| YTD | +128.2% | +37.8% | +90.5% | +120.4% |
| 1Y | +95.5% | +57.4% | +38.1% | +86.1% |
| All | +95.5% | +62.0% | +33.4% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling