-98.7%
AMC vs MTB
+136.2%
-234.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.3% | +6.0% | +6.8% |
| 7D | +6.6% | -0.8% | +7.3% | +7.4% |
| 30D | +14.1% | +2.4% | +11.7% | +12.7% |
| 3M | +31.3% | -10.5% | +41.8% | +40.6% |
| 6M | +126.7% | +6.4% | +120.3% | +116.6% |
| YTD | +117.9% | +12.8% | +105.1% | +100.2% |
| 1Y | +41.1% | +23.3% | +17.8% | +22.3% |
| 3Y | -61.0% | +108.2% | -169.2% | -76.6% |
| 5Y | -99.1% | +68.6% | -167.7% | -99.4% |
| 10Y | -98.7% | +125.3% | -224.0% | -99.3% |
| All | -98.7% | +136.2% | -234.9% | -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