+84.0%
AMD vs MTB
+20.5%
+63.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.9% | +12.0% | +11.1% |
| 7D | -11.0% | -1.3% | -9.7% | -10.8% |
| 30D | -30.5% | +0.5% | -31.0% | -30.2% |
| 3M | -8.2% | -12.4% | +4.2% | -7.9% |
| 6M | +6.6% | +1.5% | +5.1% | +5.7% |
| YTD | +109.7% | +10.3% | +99.4% | +101.1% |
| All | +84.0% | +20.5% | +63.5% | +74.8% |
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 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