+199.0%
AMD vs MTB
+63.3%
+135.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.9% | +12.0% | +11.4% |
| 7D | -11.0% | -1.3% | -9.7% | -10.5% |
| 30D | -30.5% | +0.5% | -31.0% | -30.6% |
| 3M | -8.2% | -12.4% | +4.2% | -3.0% |
| 6M | +6.6% | +1.5% | +5.1% | +5.0% |
| YTD | +109.7% | +10.3% | +99.4% | +97.7% |
| 1Y | +88.9% | +22.2% | +66.7% | +69.6% |
| 3Y | +301.8% | +96.9% | +204.9% | +188.8% |
| All | +199.0% | +63.3% | +135.7% | +137.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling