+7,228.2%
AMD vs MAR
+540.7%
+6,687.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +0.2% | +13.1% | +13.2% |
| 7D | +8.9% | +0.2% | +8.7% | +9.0% |
| 30D | -16.4% | +14.0% | -30.4% | -21.7% |
| 3M | +5.2% | +18.1% | -12.9% | -3.5% |
| 6M | +11.7% | +18.6% | -6.9% | +1.2% |
| YTD | +137.5% | +35.3% | +102.2% | +99.7% |
| 1Y | +117.8% | +44.5% | +73.3% | +76.2% |
| 3Y | +348.1% | +120.7% | +227.4% | +193.7% |
| 5Y | +241.5% | +164.1% | +77.4% | +108.0% |
| 10Y | +7,228.2% | +515.5% | +6,712.8% | +3,634.0% |
| All | +7,228.2% | +540.7% | +6,687.5% | +3,634.0% |
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