+124.5%
MAR vs AMC
-72.0%
+196.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -12.5% | +10.7% | -1.3% |
| 7D | +4.4% | 0.0% | +4.4% | +4.4% |
| 30D | +15.5% | +4.4% | +11.1% | +15.3% |
| 3M | +15.7% | +15.4% | +0.4% | +15.0% |
| 6M | +18.2% | +93.7% | -75.5% | +14.6% |
| YTD | +35.3% | +97.4% | -62.1% | +30.7% |
| 1Y | +48.6% | +23.2% | +25.4% | +45.0% |
| All | +124.5% | -72.0% | +196.5% | +130.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling