+169.3%
AMD vs MAR
+155.5%
+13.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.8% | -15.5% | -16.0% |
| 7D | -28.6% | +4.4% | -33.0% | -30.8% |
| 30D | -37.7% | +15.5% | -53.2% | -44.1% |
| 3M | -16.1% | +15.7% | -31.8% | -25.0% |
| 6M | +13.8% | +18.2% | -4.3% | -1.5% |
| YTD | +88.8% | +35.3% | +53.5% | +44.1% |
| 1Y | +57.8% | +48.6% | +9.1% | +10.2% |
| 3Y | +260.3% | +124.3% | +135.9% | +71.6% |
| All | +169.3% | +155.5% | +13.8% | +11.4% |
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