-2.6%
AMC vs MTB
+23.4%
-25.9%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.4% |
| 7D | +2.3% | +1.7% | +0.6% | +1.6% |
| 30D | -0.7% | -4.2% | +3.4% | +0.8% |
| 3M | +35.2% | +8.9% | +26.3% | +28.7% |
| 6M | +124.6% | +10.9% | +113.7% | +109.2% |
| YTD | +69.9% | +21.5% | +48.4% | +57.9% |
| 1Y | -2.6% | +21.9% | -24.5% | -9.2% |
| All | -2.6% | +23.4% | -25.9% | -9.2% |
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 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