+184.5%
MAR vs AMC
-99.2%
+283.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -0.9% |
| 7D | +1.8% | +8.4% | -6.7% | +1.3% |
| 30D | +14.3% | +9.2% | +5.2% | +13.7% |
| 3M | +20.0% | +32.0% | -12.0% | +17.9% |
| 6M | +21.7% | +149.3% | -127.5% | +14.0% |
| YTD | +37.7% | +114.1% | -76.4% | +29.5% |
| 1Y | +46.8% | +35.8% | +11.0% | +41.4% |
| 3Y | +121.0% | -58.3% | +179.3% | +121.8% |
| All | +184.5% | -99.2% | +283.7% | +280.8% |
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 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