+331.1%
AMD vs MAR
+68.4%
+262.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.6% |
| 7D | +2.6% | -4.2% | +6.7% | +5.3% |
| 30D | -0.9% | -6.7% | +5.7% | +3.3% |
| 3M | -8.7% | -12.5% | +3.8% | -1.8% |
| 6M | +136.3% | +0.6% | +135.8% | +129.7% |
| YTD | +123.0% | +9.1% | +113.9% | +101.2% |
| 1Y | +195.2% | +26.2% | +169.0% | +132.8% |
| All | +331.1% | +68.4% | +262.7% | +138.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling