+199.0%
AMD vs MAR
+155.0%
+44.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.2% | +11.2% | +11.2% |
| 7D | -11.0% | +4.3% | -15.3% | -13.8% |
| 30D | -30.5% | +16.8% | -47.3% | -38.1% |
| 3M | -8.2% | +16.0% | -24.3% | -18.1% |
| 6M | +6.6% | +16.5% | -9.9% | -6.9% |
| YTD | +109.7% | +35.0% | +74.6% | +60.2% |
| 1Y | +88.9% | +49.4% | +39.5% | +31.3% |
| 3Y | +301.8% | +124.1% | +177.8% | +91.6% |
| All | +199.0% | +155.0% | +44.0% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling