+278.7%
AMD vs MAR
+178.7%
+100.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.1% | +7.2% |
| 7D | +13.1% | +1.0% | +12.1% | +12.6% |
| 30D | -7.0% | +16.2% | -23.2% | -16.7% |
| 3M | +16.6% | +23.1% | -6.5% | -0.4% |
| 6M | +20.5% | +22.0% | -1.4% | +1.7% |
| YTD | +158.2% | +39.2% | +119.0% | +92.8% |
| 1Y | +132.8% | +48.3% | +84.5% | +63.6% |
| 3Y | +366.2% | +123.4% | +242.8% | +123.1% |
| 5Y | +278.7% | +185.4% | +93.3% | +50.0% |
| All | +278.7% | +178.7% | +100.0% | +50.0% |
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 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