-98.1%
AMC vs MTB
+198.5%
-296.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.4% |
| 7D | +2.3% | +1.7% | +0.6% | +1.2% |
| 30D | -0.7% | -4.2% | +3.4% | +1.7% |
| 3M | +35.2% | +8.9% | +26.3% | +27.2% |
| 6M | +124.6% | +10.9% | +113.7% | +109.7% |
| YTD | +69.9% | +21.5% | +48.4% | +49.2% |
| 1Y | -2.6% | +21.9% | -24.5% | -15.0% |
| 3Y | -79.8% | +109.2% | -189.0% | -87.7% |
| 5Y | -99.4% | +102.0% | -201.4% | -99.6% |
| 10Y | -98.9% | +171.9% | -270.8% | -99.5% |
| All | -98.1% | +198.5% | -296.5% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling