-71.3%
AMC vs MTB
+95.2%
-166.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.9% | +2.5% |
| 7D | +2.6% | -1.3% | +4.0% | +3.6% |
| 30D | +9.0% | +0.5% | +8.5% | +9.0% |
| 3M | +22.2% | -12.4% | +34.6% | +31.0% |
| 6M | +91.5% | +1.5% | +90.0% | +88.0% |
| YTD | +101.3% | +10.3% | +91.0% | +88.1% |
| 1Y | +20.8% | +22.2% | -1.4% | +6.2% |
| 3Y | -71.3% | +96.9% | -168.3% | -84.4% |
| All | -71.3% | +95.2% | -166.6% | -84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling