+8,164.6%
AMD vs MAR
+541.3%
+7,623.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.1% | +7.2% |
| 7D | +13.1% | +1.0% | +12.1% | +12.7% |
| 30D | -7.0% | +16.2% | -23.2% | -13.7% |
| 3M | +16.6% | +23.1% | -6.5% | +4.8% |
| 6M | +20.5% | +22.0% | -1.4% | +7.7% |
| YTD | +158.2% | +39.2% | +119.0% | +114.2% |
| 1Y | +132.8% | +48.3% | +84.5% | +86.1% |
| 3Y | +366.2% | +123.4% | +242.8% | +203.8% |
| 5Y | +278.7% | +185.4% | +93.3% | +123.7% |
| 10Y | +8,164.6% | +539.2% | +7,625.4% | +4,435.2% |
| All | +8,164.6% | +541.3% | +7,623.3% | +4,435.2% |
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