+25.8%
AME vs MTB
+22.5%
+3.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | 0.0% | -0.4% | +0.5% | +0.2% |
| 30D | -8.6% | -4.6% | -4.0% | -6.7% |
| 3M | +5.8% | +7.4% | -1.7% | +2.0% |
| 6M | +3.8% | +18.7% | -14.8% | -4.4% |
| YTD | +14.4% | +21.1% | -6.6% | +3.8% |
| 1Y | +25.8% | +24.1% | +1.7% | +9.9% |
| All | +25.8% | +22.5% | +3.2% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling