-90.5%
MARA vs AME
+678.6%
-769.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -3.9% |
| 7D | +6.0% | +0.6% | +5.4% | +5.4% |
| 30D | +0.6% | -6.7% | +7.3% | +7.1% |
| 3M | -18.5% | +4.1% | -22.6% | -21.4% |
| 6M | +21.7% | +1.6% | +20.2% | +20.3% |
| YTD | +25.9% | +16.1% | +9.8% | +9.5% |
| 1Y | -25.1% | +27.3% | -52.5% | -40.7% |
| 3Y | -5.7% | +50.9% | -56.6% | -34.7% |
| 5Y | -73.9% | +81.4% | -155.3% | -83.6% |
| 10Y | -75.6% | +417.0% | -492.6% | -90.4% |
| All | -90.5% | +678.6% | -769.1% | -96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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