+8,077.9%
AMD vs MAR
+528.1%
+7,549.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +2.8% | +11.9% | +13.3% |
| 7D | +6.5% | +2.9% | +3.6% | +5.3% |
| 30D | -15.3% | +17.0% | -32.3% | -21.6% |
| 3M | +9.7% | +23.2% | -13.4% | -1.3% |
| 6M | +13.2% | +21.7% | -8.6% | +1.4% |
| YTD | +140.6% | +38.9% | +101.7% | +100.0% |
| 1Y | +111.2% | +48.7% | +62.5% | +68.8% |
| 3Y | +334.4% | +122.9% | +211.5% | +183.8% |
| 5Y | +268.3% | +177.5% | +90.9% | +120.1% |
| 10Y | +8,077.9% | +537.5% | +7,540.4% | +4,461.9% |
| All | +8,077.9% | +528.1% | +7,549.8% | +4,461.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling