-99.0%
AMC vs MTB
+172.8%
-271.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.8% |
| 7D | -6.8% | +1.1% | -7.9% | -7.5% |
| 30D | +1.7% | -4.6% | +6.3% | +4.5% |
| 3M | +26.8% | +6.3% | +20.5% | +21.0% |
| 6M | +117.7% | +15.6% | +102.1% | +97.7% |
| YTD | +57.7% | +20.6% | +37.1% | +38.8% |
| 1Y | -12.5% | +22.5% | -35.0% | -24.1% |
| 3Y | -65.7% | +114.4% | -180.2% | -79.8% |
| 5Y | -99.5% | +101.9% | -201.4% | -99.7% |
| 10Y | -99.0% | +170.4% | -269.4% | -99.5% |
| All | -99.0% | +172.8% | -271.8% | -99.5% |
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 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