+416.2%
AME vs MTB
+172.9%
+243.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | 0.0% | -0.4% | +0.5% | +0.2% |
| 30D | -8.6% | -4.6% | -4.0% | -6.8% |
| 3M | +5.8% | +7.4% | -1.7% | +2.5% |
| 6M | +3.8% | +18.7% | -14.8% | -3.4% |
| YTD | +14.4% | +21.1% | -6.6% | +5.4% |
| 1Y | +25.8% | +24.1% | +1.7% | +14.5% |
| 3Y | +55.2% | +115.3% | -60.2% | +10.0% |
| 5Y | +85.5% | +106.0% | -20.5% | +27.1% |
| All | +416.2% | +172.9% | +243.3% | +174.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling