+18,884.9%
AME vs MTB
+8,294.1%
+10,590.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +0.6% | +1.7% | -1.1% | -0.1% |
| 30D | -6.7% | -4.2% | -2.5% | -5.1% |
| 3M | +4.1% | +8.9% | -4.8% | +0.6% |
| 6M | +1.6% | +10.9% | -9.3% | -2.5% |
| YTD | +16.1% | +21.5% | -5.3% | +7.4% |
| 1Y | +27.3% | +21.9% | +5.4% | +17.4% |
| 3Y | +50.9% | +109.2% | -58.4% | +10.6% |
| 5Y | +81.4% | +102.0% | -20.6% | +29.7% |
| 10Y | +417.0% | +171.9% | +245.0% | +212.5% |
| All | +18,884.9% | +8,294.1% | +10,590.8% | +2,656.4% |
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