+95.5%
AMD vs MTB
+27.0%
+68.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.1% | +1.0% |
| 7D | -15.5% | +2.0% | -17.5% | -15.4% |
| 30D | -22.6% | +2.9% | -25.6% | -22.6% |
| 3M | -5.7% | -10.7% | +4.9% | -5.5% |
| 6M | +43.1% | +6.3% | +36.8% | +41.4% |
| YTD | +128.2% | +13.8% | +114.4% | +116.1% |
| 1Y | +95.5% | +27.7% | +67.7% | +77.1% |
| All | +95.5% | +27.0% | +68.5% | +77.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling