+12.4%
AMT vs APA
+24.2%
-11.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.3% | -2.7% |
| 7D | +0.5% | -15.5% | +16.0% | +0.5% |
| 30D | +13.6% | +2.4% | +11.2% | +13.7% |
| 3M | +11.5% | +22.8% | -11.3% | +11.6% |
| 6M | +6.9% | +17.9% | -11.0% | +7.0% |
| YTD | +10.8% | +87.7% | -76.9% | +11.5% |
| 1Y | +10.3% | +94.2% | -83.9% | +11.1% |
| 3Y | +12.4% | +27.2% | -14.8% | +17.1% |
| All | +12.4% | +24.2% | -11.8% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling