+568.4%
MA vs AMC
-98.7%
+667.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.4% |
| 7D | +1.8% | +5.5% | -3.7% | +1.7% |
| 30D | +11.8% | +16.1% | -4.3% | +11.4% |
| 3M | +17.2% | +43.0% | -25.8% | +16.1% |
| 6M | +33.4% | +130.7% | -97.3% | +30.1% |
| YTD | +16.1% | +121.8% | -105.6% | +13.2% |
| 1Y | +19.9% | +40.7% | -20.7% | +18.0% |
| 3Y | +70.1% | -56.8% | +126.9% | +69.4% |
| 5Y | +89.6% | -99.1% | +188.7% | +98.9% |
| 10Y | +568.4% | -98.7% | +667.1% | +521.9% |
| All | +568.4% | -98.7% | +667.1% | +521.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling