+1,443.4%
AMT vs MTB
+844.0%
+599.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -2.4% | -2.0% | -0.4% | -1.8% |
| 30D | +4.2% | +0.1% | +4.1% | +4.1% |
| 3M | +13.4% | -12.1% | +25.5% | +17.9% |
| 6M | +9.4% | +7.3% | +2.1% | +6.8% |
| YTD | +11.7% | +11.5% | +0.1% | +7.2% |
| 1Y | +7.1% | +21.3% | -14.1% | 0.0% |
| 3Y | +15.1% | +104.1% | -89.1% | -12.5% |
| 5Y | -17.9% | +61.8% | -79.7% | -34.6% |
| 10Y | +133.5% | +115.4% | +18.1% | +48.7% |
| All | +1,443.4% | +844.0% | +599.3% | +335.1% |
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 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