+4,086.9%
AMD vs MAR
+2,498.9%
+1,588.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.6% |
| 7D | +2.6% | -4.2% | +6.7% | +5.0% |
| 30D | -0.9% | -6.7% | +5.7% | +2.9% |
| 3M | -8.7% | -12.5% | +3.8% | -2.8% |
| 6M | +136.3% | +0.6% | +135.8% | +132.9% |
| YTD | +123.0% | +9.1% | +113.9% | +108.1% |
| 1Y | +195.2% | +26.2% | +169.0% | +151.6% |
| 3Y | +336.3% | +68.2% | +268.2% | +218.4% |
| 5Y | +334.5% | +163.9% | +170.6% | +149.4% |
| 10Y | +6,259.1% | +420.6% | +5,838.6% | +2,044.6% |
| All | +4,086.9% | +2,498.9% | +1,588.0% | +460.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling