+9,703.6%
AMD vs MTB
+7,592.0%
+2,111.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.2% | -15.1% | -16.2% |
| 7D | -28.6% | -1.9% | -26.7% | -27.8% |
| 30D | -37.7% | +0.5% | -38.2% | -37.8% |
| 3M | -16.1% | -12.2% | -3.9% | -10.9% |
| 6M | +13.8% | +3.4% | +10.5% | +11.4% |
| YTD | +88.8% | +11.3% | +77.5% | +77.2% |
| 1Y | +57.8% | +23.3% | +34.5% | +40.8% |
| 3Y | +260.3% | +96.8% | +163.5% | +153.7% |
| 5Y | +196.6% | +65.8% | +130.8% | +119.4% |
| 10Y | +6,064.6% | +140.0% | +5,924.6% | +3,175.4% |
| All | +9,703.6% | +7,592.0% | +2,111.6% | +903.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling