+6,882.0%
AMD vs MAR
+424.3%
+6,457.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.6% |
| 7D | +2.6% | -4.2% | +6.7% | +4.7% |
| 30D | -0.9% | -6.7% | +5.7% | +2.5% |
| 3M | -8.7% | -12.5% | +3.8% | -3.3% |
| 6M | +136.3% | +0.6% | +135.8% | +133.1% |
| YTD | +123.0% | +9.1% | +113.9% | +109.3% |
| 1Y | +195.2% | +26.2% | +169.0% | +154.9% |
| 3Y | +336.3% | +68.2% | +268.2% | +227.5% |
| 5Y | +334.5% | +163.9% | +170.6% | +172.0% |
| All | +6,882.0% | +424.3% | +6,457.7% | +2,965.0% |
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