+88.9%
AMD vs MAR
+48.4%
+40.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.2% | +11.2% | +11.1% |
| 7D | -11.0% | +4.3% | -15.3% | -11.1% |
| 30D | -30.5% | +16.8% | -47.3% | -30.9% |
| 3M | -8.2% | +16.0% | -24.3% | -8.8% |
| 6M | +6.6% | +16.5% | -9.9% | +5.3% |
| YTD | +109.7% | +35.0% | +74.6% | +106.5% |
| 1Y | +88.9% | +49.4% | +39.5% | +90.0% |
| All | +88.9% | +48.4% | +40.5% | +90.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling