-97.7%
AMC vs MTB
+171.0%
-268.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.9% | +2.5% |
| 7D | +2.6% | -1.3% | +4.0% | +3.7% |
| 30D | +9.0% | +0.5% | +8.5% | +8.9% |
| 3M | +22.2% | -12.4% | +34.6% | +32.3% |
| 6M | +91.5% | +1.5% | +90.0% | +88.6% |
| YTD | +101.3% | +10.3% | +91.0% | +87.7% |
| 1Y | +20.8% | +22.2% | -1.4% | +5.5% |
| 3Y | -71.3% | +96.9% | -168.3% | -81.9% |
| 5Y | -99.2% | +64.3% | -163.5% | -99.5% |
| 10Y | -98.7% | +137.8% | -236.5% | -99.3% |
| All | -97.7% | +171.0% | -268.7% | -98.9% |
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