+334.4%
AMD vs MTB
+105.4%
+229.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +1.3% | +13.4% | +14.2% |
| 7D | +6.5% | -0.7% | +7.1% | +7.0% |
| 30D | -15.3% | +1.4% | -16.7% | -15.7% |
| 3M | +9.7% | -11.6% | +21.3% | +15.4% |
| 6M | +13.2% | +5.4% | +7.8% | +9.6% |
| YTD | +140.6% | +11.7% | +128.8% | +124.2% |
| 1Y | +111.2% | +20.5% | +90.6% | +89.0% |
| 3Y | +334.4% | +104.5% | +229.9% | +216.5% |
| All | +334.4% | +105.4% | +229.1% | +216.5% |
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