+539.2%
MAR vs AMC
-98.7%
+637.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | +1.0% | -2.8% | +3.9% | +1.1% |
| 30D | +16.2% | +14.0% | +2.2% | +15.6% |
| 3M | +23.1% | +42.5% | -19.4% | +21.2% |
| 6M | +22.0% | +142.6% | -120.6% | +16.8% |
| YTD | +39.2% | +119.2% | -80.1% | +33.5% |
| 1Y | +48.3% | +40.7% | +7.5% | +44.5% |
| 3Y | +123.4% | -57.3% | +180.7% | +122.3% |
| 5Y | +185.4% | -99.1% | +284.5% | +212.0% |
| 10Y | +539.2% | -98.7% | +637.9% | +450.1% |
| All | +539.2% | -98.7% | +637.9% | +450.1% |
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