-99.3%
AMC vs MTB
+63.3%
-162.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.9% | +2.6% |
| 7D | +2.6% | -1.3% | +4.0% | +3.8% |
| 30D | +9.0% | +0.5% | +8.5% | +8.9% |
| 3M | +22.2% | -12.4% | +34.6% | +32.9% |
| 6M | +91.5% | +1.5% | +90.0% | +88.0% |
| YTD | +101.3% | +10.3% | +91.0% | +86.3% |
| 1Y | +20.8% | +22.2% | -1.4% | +4.1% |
| 3Y | -71.3% | +96.9% | -168.3% | -83.1% |
| All | -99.3% | +63.3% | -162.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling