+337.5%
AMD vs MTB
+101.8%
+235.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.7% |
| 7D | +2.6% | +1.7% | +0.8% | +1.8% |
| 30D | -0.9% | -4.2% | +3.3% | +0.8% |
| 3M | -8.7% | +8.9% | -17.6% | -12.3% |
| 6M | +136.3% | +10.9% | +125.5% | +124.7% |
| YTD | +123.0% | +21.5% | +101.5% | +102.6% |
| 1Y | +195.2% | +21.9% | +173.3% | +166.8% |
| 3Y | +336.3% | +109.2% | +227.1% | +209.1% |
| All | +337.5% | +101.8% | +235.7% | +229.9% |
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