+1,311.4%
AMT vs MTB
+928.3%
+383.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -0.2% | +1.7% | -1.9% | -0.8% |
| 30D | +4.6% | -4.2% | +8.8% | +6.0% |
| 3M | -8.4% | +8.9% | -17.3% | -11.0% |
| 6M | -6.0% | +10.9% | -16.9% | -9.3% |
| YTD | +2.1% | +21.5% | -19.4% | -4.5% |
| 1Y | -6.4% | +21.9% | -28.3% | -12.8% |
| 3Y | +8.1% | +109.2% | -101.2% | -18.5% |
| 5Y | -31.9% | +102.0% | -133.9% | -49.9% |
| 10Y | +97.1% | +171.9% | -74.8% | +15.0% |
| All | +1,311.4% | +928.3% | +383.1% | +287.7% |
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