+886.7%
MAR vs AMC
-97.7%
+984.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.3% |
| 7D | +4.3% | +2.6% | +1.7% | +4.2% |
| 30D | +16.8% | +9.0% | +7.8% | +16.4% |
| 3M | +16.0% | +22.2% | -6.2% | +14.9% |
| 6M | +16.5% | +91.5% | -75.0% | +12.3% |
| YTD | +35.0% | +101.3% | -66.2% | +29.6% |
| 1Y | +49.4% | +20.8% | +28.6% | +46.2% |
| 3Y | +124.1% | -71.3% | +195.4% | +126.5% |
| 5Y | +159.2% | -99.2% | +258.4% | +187.5% |
| 10Y | +553.9% | -98.7% | +652.6% | +510.9% |
| All | +886.7% | -97.7% | +984.5% | +705.8% |
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 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