+61.0%
AA vs MTB
+23.4%
+37.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -0.7% | +1.7% | -2.4% | -1.4% |
| 30D | +5.0% | -4.2% | +9.2% | +6.9% |
| 3M | -35.8% | +8.9% | -44.7% | -38.8% |
| 6M | -18.4% | +10.9% | -29.3% | -23.1% |
| YTD | -5.5% | +21.5% | -27.0% | -15.8% |
| 1Y | +61.0% | +21.9% | +39.0% | +35.9% |
| All | +61.0% | +23.4% | +37.6% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling