+291.9%
AA vs MTB
+8,294.1%
-8,002.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -0.7% | +1.7% | -2.4% | -1.7% |
| 30D | +5.0% | -4.2% | +9.2% | +7.5% |
| 3M | -35.8% | +8.9% | -44.7% | -39.3% |
| 6M | -18.4% | +10.9% | -29.3% | -23.9% |
| YTD | -5.5% | +21.5% | -27.0% | -16.5% |
| 1Y | +61.0% | +21.9% | +39.0% | +41.5% |
| 3Y | +66.2% | +109.2% | -43.0% | +6.1% |
| 5Y | +11.4% | +102.0% | -90.6% | -29.0% |
| 10Y | +116.9% | +171.9% | -55.1% | +18.2% |
| All | +291.9% | +8,294.1% | -8,002.2% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling