-18.0%
AMT vs APD
+15.4%
-33.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | -2.2% | +2.2% | -4.3% | -2.7% |
| 30D | +5.8% | +9.4% | -3.7% | +3.2% |
| 3M | +12.6% | +4.7% | +7.9% | +11.1% |
| 6M | +8.3% | +5.5% | +2.8% | +6.5% |
| YTD | +11.4% | +31.4% | -20.0% | +2.2% |
| 1Y | +7.7% | +24.1% | -16.4% | +0.2% |
| 3Y | +14.8% | +28.8% | -14.0% | +2.4% |
| 5Y | -18.0% | +15.8% | -33.7% | -25.7% |
| All | -18.0% | +15.4% | -33.4% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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