+515.5%
MAR vs AMT
+116.9%
+398.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +0.2% | +0.4% | -0.2% | +0.1% |
| 30D | +14.0% | +3.7% | +10.3% | +13.1% |
| 3M | +18.1% | +10.7% | +7.4% | +15.6% |
| 6M | +18.6% | +9.3% | +9.3% | +16.0% |
| YTD | +35.3% | +10.9% | +24.3% | +31.7% |
| 1Y | +44.5% | +10.5% | +33.9% | +40.7% |
| 3Y | +120.7% | +15.5% | +105.2% | +106.7% |
| 5Y | +164.1% | -20.6% | +184.7% | +168.7% |
| 10Y | +515.5% | +124.5% | +390.9% | +490.2% |
| All | +515.5% | +116.9% | +398.6% | +490.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling