+8,520.0%
AMD vs MAR
+531.5%
+7,988.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.1% | +6.9% | +6.4% |
| 7D | +44.7% | +1.8% | +43.0% | +43.4% |
| 30D | -3.3% | +14.3% | -17.7% | -9.7% |
| 3M | +21.2% | +20.0% | +1.2% | +10.3% |
| 6M | +30.6% | +21.7% | +8.8% | +16.7% |
| YTD | +173.3% | +37.7% | +135.6% | +127.8% |
| 1Y | +126.1% | +46.8% | +79.3% | +81.5% |
| 3Y | +393.5% | +121.0% | +272.5% | +223.0% |
| 5Y | +295.8% | +183.1% | +112.7% | +134.6% |
| All | +8,520.0% | +531.5% | +7,988.5% | +4,779.7% |
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