+120.1%
MAR vs AMT
+16.9%
+103.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.4% |
| 7D | +1.6% | +1.5% | +0.1% | +1.6% |
| 30D | +13.8% | +6.8% | +7.0% | +13.7% |
| 3M | +20.3% | +11.2% | +9.1% | +20.0% |
| 6M | +21.3% | +12.5% | +8.8% | +21.0% |
| YTD | +37.2% | +12.5% | +24.7% | +37.0% |
| 1Y | +48.4% | +10.1% | +38.3% | +48.1% |
| 3Y | +120.1% | +16.0% | +104.1% | +112.1% |
| All | +120.1% | +16.9% | +103.2% | +112.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling