+228.8%
AA vs MTB
+7,695.2%
-7,466.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.3% | +3.5% | +4.4% |
| 7D | +4.8% | -0.8% | +5.6% | +5.4% |
| 30D | -0.6% | +2.4% | -3.1% | -2.1% |
| 3M | -16.3% | -10.5% | -5.8% | -10.9% |
| 6M | -33.4% | +6.4% | -39.8% | -36.3% |
| YTD | -20.7% | +12.8% | -33.5% | -27.0% |
| 1Y | +12.9% | +23.3% | -10.3% | -1.2% |
| 3Y | +75.7% | +108.2% | -32.5% | +12.4% |
| 5Y | -6.8% | +68.6% | -75.4% | -34.0% |
| 10Y | +53.6% | +125.3% | -71.6% | -7.5% |
| All | +228.8% | +7,695.2% | -7,466.4% | -39.2% |
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