+7.7%
AMT vs MTB
+21.0%
-13.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | +5.8% | +0.8% | +4.9% | +5.6% |
| 3M | +12.6% | -12.8% | +25.3% | +14.2% |
| 6M | +8.3% | +6.7% | +1.6% | +8.0% |
| YTD | +11.4% | +11.3% | +0.1% | +7.2% |
| 1Y | +7.7% | +20.2% | -12.4% | +2.3% |
| All | +7.7% | +21.0% | -13.3% | +2.3% |
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 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