-66.3%
MARA vs AMP
+122.1%
-188.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +3.8% |
| 7D | +5.9% | -0.5% | +6.5% | +6.6% |
| 30D | +24.3% | -1.3% | +25.6% | +25.6% |
| 3M | -12.0% | +24.2% | -36.2% | -35.8% |
| 6M | +40.1% | +24.6% | +15.6% | -0.1% |
| YTD | +33.4% | +14.8% | +18.6% | +5.1% |
| 1Y | -23.7% | +12.8% | -36.5% | -38.4% |
| 3Y | +19.0% | +69.0% | -50.0% | -46.5% |
| All | -66.3% | +122.1% | -188.5% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 5y: compounded portfolio wealth divided by compounded AMP 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…
5y analysis · Full analysis span regression · 6 months rolling