+57.4%
MAR vs AMCR
+32.3%
+25.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.2% | +0.9% |
| 7D | +7.7% | +6.2% | +1.5% | +5.5% |
| 30D | +19.4% | +16.0% | +3.4% | +13.5% |
| 3M | +23.3% | +4.4% | +19.0% | +21.3% |
| 6M | +22.8% | +35.5% | -12.7% | +9.6% |
| YTD | +37.8% | +21.5% | +16.2% | +22.0% |
| 1Y | +57.4% | +30.7% | +26.6% | +32.7% |
| All | +57.4% | +32.3% | +25.1% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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