+92.3%
MA vs AMC
-99.3%
+191.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | +2.3% | +2.6% | -0.3% | +2.2% |
| 30D | +14.7% | +9.0% | +5.6% | +14.2% |
| 3M | +13.5% | +22.2% | -8.7% | +12.3% |
| 6M | +33.1% | +91.5% | -58.3% | +28.0% |
| YTD | +15.1% | +101.3% | -86.2% | +10.0% |
| 1Y | +18.7% | +20.8% | -2.0% | +16.0% |
| 3Y | +72.1% | -71.3% | +143.4% | +75.7% |
| All | +92.3% | -99.3% | +191.6% | +135.0% |
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