+93.7%
MA vs AMC
-99.3%
+193.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -12.5% | +10.0% | -1.9% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +15.9% | +4.4% | +11.5% | +15.7% |
| 3M | +15.2% | +15.4% | -0.2% | +14.2% |
| 6M | +32.4% | +93.7% | -61.3% | +27.3% |
| YTD | +15.6% | +97.4% | -81.8% | +10.7% |
| 1Y | +19.3% | +23.2% | -3.9% | +16.5% |
| 3Y | +73.0% | -71.3% | +144.2% | +76.5% |
| 5Y | +93.7% | -99.3% | +193.0% | +131.6% |
| All | +93.7% | -99.3% | +193.0% | +131.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling