+1,311.4%
AMT vs APA
+339.5%
+971.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.6% |
| 7D | -0.2% | +0.5% | -0.8% | -0.3% |
| 30D | +4.6% | +23.4% | -18.8% | +1.2% |
| 3M | -8.4% | +12.7% | -21.1% | -10.4% |
| 6M | -6.0% | +39.4% | -45.4% | -11.4% |
| YTD | +2.1% | +79.0% | -76.8% | -7.5% |
| 1Y | -6.4% | +88.8% | -95.2% | -16.4% |
| 3Y | +8.1% | +6.4% | +1.7% | +2.3% |
| 5Y | -31.9% | +153.0% | -184.9% | -46.7% |
| 10Y | +97.1% | +7.5% | +89.6% | +45.7% |
| All | +1,311.4% | +339.5% | +971.9% | +661.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling