+11,477.5%
AMD vs MTB
+8,294.1%
+3,183.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.7% |
| 7D | +2.6% | +1.7% | +0.8% | +1.7% |
| 30D | -0.9% | -4.2% | +3.3% | +1.0% |
| 3M | -8.7% | +8.9% | -17.6% | -12.7% |
| 6M | +136.3% | +10.9% | +125.5% | +123.5% |
| YTD | +123.0% | +21.5% | +101.5% | +101.0% |
| 1Y | +195.2% | +21.9% | +173.3% | +164.5% |
| 3Y | +336.3% | +109.2% | +227.1% | +197.2% |
| 5Y | +334.5% | +102.0% | +232.5% | +191.3% |
| 10Y | +6,259.1% | +171.9% | +6,087.2% | +3,081.4% |
| All | +11,477.5% | +8,294.1% | +3,183.4% | +1,038.1% |
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