+2,498.9%
MAR vs AMT
+1,281.5%
+1,217.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -4.2% | -0.2% | -3.9% | -4.1% |
| 30D | -6.7% | +4.6% | -11.3% | -7.5% |
| 3M | -12.5% | -8.4% | -4.0% | -11.2% |
| 6M | +0.6% | -6.0% | +6.6% | +1.4% |
| YTD | +9.1% | +2.1% | +7.0% | +8.2% |
| 1Y | +26.2% | -6.4% | +32.6% | +27.0% |
| 3Y | +68.2% | +8.1% | +60.1% | +61.7% |
| 5Y | +163.9% | -31.9% | +195.8% | +175.6% |
| 10Y | +420.6% | +97.1% | +323.4% | +333.7% |
| All | +2,498.9% | +1,281.5% | +1,217.4% | +1,221.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling