-98.8%
AMC vs MTB
+113.8%
-212.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.2% | -2.2% |
| 7D | +8.4% | 0.0% | +8.4% | +8.5% |
| 30D | +9.2% | +0.8% | +8.3% | +8.9% |
| 3M | +32.0% | -12.8% | +44.8% | +43.7% |
| 6M | +149.3% | +6.7% | +142.5% | +137.6% |
| YTD | +114.1% | +11.3% | +102.8% | +98.3% |
| 1Y | +35.8% | +20.2% | +15.6% | +19.6% |
| 3Y | -58.3% | +103.8% | -162.1% | -74.7% |
| 5Y | -99.2% | +60.9% | -160.0% | -99.4% |
| All | -98.8% | +113.8% | -212.6% | -99.3% |
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