+132.8%
AMD vs MTB
+20.0%
+112.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.2% | +7.5% | +7.3% |
| 7D | +13.1% | -2.0% | +15.1% | +13.2% |
| 30D | -7.0% | +0.1% | -7.1% | -6.8% |
| 3M | +16.6% | -12.1% | +28.7% | +16.7% |
| 6M | +20.5% | +7.3% | +13.2% | +19.2% |
| YTD | +158.2% | +11.5% | +146.6% | +148.6% |
| 1Y | +132.8% | +21.3% | +111.5% | +123.1% |
| All | +132.8% | +20.0% | +112.8% | +123.1% |
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