+61.5%
MTB vs AMBA
-69.7%
+131.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.8% |
| 7D | +1.5% | +2.7% | -1.1% | +1.2% |
| 30D | +2.3% | -2.2% | +4.5% | +2.5% |
| 3M | -12.1% | -26.6% | +14.5% | -8.7% |
| 6M | +9.8% | -26.8% | +36.6% | +11.4% |
| YTD | +12.0% | -15.1% | +27.1% | +9.7% |
| 1Y | +22.0% | -32.3% | +54.3% | +23.6% |
| 3Y | +107.6% | +19.8% | +87.8% | +80.8% |
| All | +61.5% | -69.7% | +131.2% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling