+256.6%
MTB vs AMBA
+837.3%
-580.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +1.7% | -11.0% | +12.7% | +3.3% |
| 30D | -4.2% | -23.2% | +19.0% | -0.8% |
| 3M | +8.9% | -12.7% | +21.6% | +8.8% |
| 6M | +10.9% | +11.2% | -0.3% | +5.8% |
| YTD | +21.5% | -11.2% | +32.7% | +19.3% |
| 1Y | +21.9% | -22.5% | +44.5% | +21.0% |
| 3Y | +109.2% | -1.3% | +110.6% | +93.3% |
| 5Y | +102.0% | -54.2% | +156.1% | +95.2% |
| 10Y | +171.9% | -6.1% | +178.0% | +123.1% |
| All | +256.6% | +837.3% | -580.6% | +146.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling