-90.0%
MARA vs AMP
+1,324.6%
-1,414.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +1.5% |
| 7D | +13.8% | 0.0% | +13.8% | +14.0% |
| 30D | +24.7% | -1.0% | +25.7% | +25.2% |
| 3M | -10.4% | +23.2% | -33.7% | -26.0% |
| 6M | +37.6% | +20.4% | +17.2% | +15.1% |
| YTD | +32.7% | +13.6% | +19.1% | +16.2% |
| 1Y | -25.2% | +13.4% | -38.5% | -34.1% |
| 3Y | +9.3% | +66.5% | -57.2% | -26.6% |
| 5Y | -69.3% | +120.2% | -189.6% | -81.9% |
| 10Y | -73.6% | +576.5% | -650.1% | -92.6% |
| All | -90.0% | +1,324.6% | -1,414.6% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling