+680.7%
MA vs AMC
-98.1%
+778.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -1.2% |
| 7D | -2.7% | +2.3% | -5.0% | -2.8% |
| 30D | +1.5% | -0.7% | +2.3% | +1.5% |
| 3M | +20.4% | +35.2% | -14.8% | +19.0% |
| 6M | +11.1% | +124.6% | -113.4% | +8.1% |
| YTD | +2.0% | +69.9% | -67.9% | -0.2% |
| 1Y | -2.2% | -2.6% | +0.4% | -2.9% |
| 3Y | +41.9% | -79.8% | +121.7% | +43.6% |
| 5Y | +75.4% | -99.4% | +174.7% | +87.3% |
| 10Y | +527.5% | -98.9% | +626.4% | +525.8% |
| All | +680.7% | -98.1% | +778.8% | +538.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling