+117.0%
AA vs MTB
+173.8%
-56.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -3.4% | 0.0% | -3.4% | -3.5% |
| 30D | -5.8% | -4.8% | -1.0% | -2.5% |
| 3M | -29.9% | +6.0% | -35.9% | -33.4% |
| 6M | -27.0% | +19.6% | -46.6% | -36.9% |
| YTD | -8.7% | +21.5% | -30.2% | -22.1% |
| 1Y | +50.6% | +24.7% | +25.9% | +25.6% |
| 3Y | +74.1% | +108.6% | -34.5% | -2.7% |
| 5Y | +2.6% | +106.7% | -104.1% | -45.3% |
| All | +117.0% | +173.8% | -56.9% | -13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling