+357.3%
AMD vs MTB
+106.3%
+251.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.6% | -9.4% | -9.0% |
| 7D | +18.9% | +1.5% | +17.4% | +18.2% |
| 30D | -6.4% | +2.3% | -8.8% | -7.2% |
| 3M | +10.6% | -12.1% | +22.7% | +16.6% |
| 6M | +19.9% | +9.8% | +10.1% | +14.0% |
| YTD | +149.4% | +12.0% | +137.4% | +132.1% |
| 1Y | +115.4% | +22.0% | +93.3% | +91.5% |
| 3Y | +357.3% | +107.6% | +249.7% | +238.6% |
| All | +357.3% | +106.3% | +251.0% | +238.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling