+134.9%
AS vs MTB
+72.1%
+62.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | +6.9% | -1.3% | +8.3% | +7.7% |
| 30D | +16.0% | +0.5% | +15.5% | +15.7% |
| 3M | -12.8% | -12.4% | -0.5% | -7.0% |
| 6M | -15.4% | +1.5% | -16.9% | -16.5% |
| YTD | -15.7% | +10.3% | -26.0% | -20.1% |
| 1Y | +6.1% | +22.2% | -16.1% | -4.4% |
| All | +134.9% | +72.1% | +62.7% | +99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling