+3,445.4%
AMD vs MAR
+3,122.8%
+322.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.8% | -15.5% | -16.3% |
| 7D | -28.6% | +4.4% | -33.0% | -30.4% |
| 30D | -37.7% | +15.5% | -53.2% | -42.7% |
| 3M | -16.1% | +15.7% | -31.8% | -23.0% |
| 6M | +13.8% | +18.2% | -4.3% | +2.2% |
| YTD | +88.8% | +35.3% | +53.5% | +55.7% |
| 1Y | +57.8% | +48.6% | +9.1% | +22.6% |
| 3Y | +260.3% | +124.3% | +135.9% | +123.0% |
| 5Y | +196.6% | +159.7% | +36.9% | +70.9% |
| 10Y | +6,064.6% | +555.2% | +5,509.4% | +1,720.7% |
| All | +3,445.4% | +3,122.8% | +322.7% | +319.4% |
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 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