+6,370.3%
AMD vs MTB
+130.9%
+6,239.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.9% | +12.0% | +11.4% |
| 7D | -11.0% | -1.3% | -9.7% | -10.6% |
| 30D | -30.5% | +0.5% | -31.0% | -30.6% |
| 3M | -8.2% | -12.4% | +4.2% | -4.1% |
| 6M | +6.6% | +1.5% | +5.1% | +5.5% |
| YTD | +109.7% | +10.3% | +99.4% | +100.8% |
| 1Y | +88.9% | +22.2% | +66.7% | +74.3% |
| 3Y | +301.8% | +96.9% | +204.9% | +214.4% |
| 5Y | +229.4% | +64.3% | +165.1% | +171.8% |
| All | +6,370.3% | +130.9% | +6,239.4% | +5,465.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling