+3,116.5%
MAR vs AMT
+1,399.2%
+1,717.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.3% |
| 7D | +4.3% | +0.5% | +3.8% | +4.2% |
| 30D | +16.8% | +13.6% | +3.2% | +13.8% |
| 3M | +16.0% | +11.5% | +4.6% | +13.4% |
| 6M | +16.5% | +6.9% | +9.5% | +14.4% |
| YTD | +35.0% | +10.8% | +24.2% | +31.5% |
| 1Y | +49.4% | +10.3% | +39.0% | +45.6% |
| 3Y | +124.1% | +12.4% | +111.7% | +114.0% |
| 5Y | +159.2% | -20.1% | +179.2% | +162.2% |
| 10Y | +553.9% | +116.8% | +437.1% | +434.2% |
| All | +3,116.5% | +1,399.2% | +1,717.3% | +1,507.6% |
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