+26.6%
MAR vs AMC
-12.8%
+39.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.0% |
| 7D | -0.5% | -6.8% | +6.3% | -0.1% |
| 30D | -4.7% | +1.7% | -6.3% | -4.8% |
| 3M | -15.6% | +26.8% | -42.4% | -17.8% |
| 6M | +1.2% | +117.7% | -116.5% | -8.0% |
| YTD | +7.5% | +57.7% | -50.2% | -0.3% |
| 1Y | +26.6% | -12.5% | +39.1% | +20.2% |
| All | +26.6% | -12.8% | +39.4% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling