-4.0%
AMD vs MAR
+15.1%
-19.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.8% | -15.5% | -17.4% |
| 7D | -28.6% | +4.4% | -33.0% | -27.8% |
| 30D | -37.7% | +15.5% | -53.2% | -36.0% |
| 3M | -16.1% | +15.7% | -31.8% | -14.0% |
| All | -4.0% | +15.1% | -19.2% | -3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling