+95.0%
AMT vs APA
-0.7%
+95.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.2% |
| 7D | -0.2% | -1.7% | +1.5% | -0.1% |
| 30D | +1.8% | +15.7% | -13.9% | +1.0% |
| 3M | -6.2% | +16.5% | -22.6% | -7.1% |
| 6M | -5.0% | +35.1% | -40.1% | -6.9% |
| YTD | +2.1% | +82.2% | -80.2% | -1.8% |
| 1Y | -5.7% | +102.5% | -108.2% | -10.0% |
| 3Y | +7.9% | +10.3% | -2.4% | +6.0% |
| 5Y | -32.3% | +166.1% | -198.4% | -37.9% |
| 10Y | +95.0% | -4.9% | +99.9% | +61.4% |
| All | +95.0% | -0.7% | +95.7% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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