+337.5%
AMD vs MAR
+165.1%
+172.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.6% |
| 7D | +2.6% | -4.2% | +6.7% | +5.7% |
| 30D | -0.9% | -6.7% | +5.7% | +4.0% |
| 3M | -8.7% | -12.5% | +3.8% | -0.9% |
| 6M | +136.3% | +0.6% | +135.8% | +130.1% |
| YTD | +123.0% | +9.1% | +113.9% | +100.8% |
| 1Y | +195.2% | +26.2% | +169.0% | +132.6% |
| 3Y | +336.3% | +68.2% | +268.2% | +165.3% |
| All | +337.5% | +165.1% | +172.5% | +109.4% |
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 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