+7.9%
AMT vs MTB
+118.5%
-110.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -0.2% | +2.8% | -2.9% | -0.3% |
| 30D | +1.8% | -4.2% | +6.0% | +2.1% |
| 3M | -6.2% | +7.8% | -14.0% | -6.6% |
| 6M | -5.0% | +14.8% | -19.8% | -5.7% |
| YTD | +2.1% | +20.8% | -18.7% | +0.8% |
| 1Y | -5.7% | +23.1% | -28.9% | -7.1% |
| 3Y | +7.9% | +114.8% | -106.9% | -12.1% |
| All | +7.9% | +118.5% | -110.6% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling