+125.3%
MTB vs AMBA
+12.8%
+112.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.3% | -3.0% | +1.4% |
| 7D | -0.8% | 0.0% | -0.7% | -0.9% |
| 30D | +2.4% | -8.6% | +11.0% | +3.7% |
| 3M | -10.5% | -29.0% | +18.5% | -5.9% |
| 6M | +6.4% | -19.2% | +25.6% | +6.1% |
| YTD | +12.8% | -13.0% | +25.8% | +9.9% |
| 1Y | +23.3% | -31.3% | +54.5% | +24.7% |
| 3Y | +108.2% | +28.1% | +80.1% | +77.9% |
| 5Y | +68.6% | -69.4% | +138.0% | +73.4% |
| 10Y | +125.3% | +7.6% | +117.6% | +58.7% |
| All | +125.3% | +12.8% | +112.5% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling