+373.4%
AMD vs MAR
+123.8%
+249.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.1% | +7.2% |
| 7D | +13.1% | +1.0% | +12.1% | +12.7% |
| 30D | -7.0% | +16.2% | -23.2% | -14.7% |
| 3M | +16.6% | +23.1% | -6.5% | +3.0% |
| 6M | +20.5% | +22.0% | -1.4% | +5.1% |
| YTD | +158.2% | +39.2% | +119.0% | +101.8% |
| 1Y | +132.8% | +48.3% | +84.5% | +71.7% |
| All | +373.4% | +123.8% | +249.6% | +129.0% |
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 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