+1,311.4%
AMT vs APD
+1,403.5%
-92.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -0.2% | -2.2% | +2.0% | +0.6% |
| 30D | +4.6% | +2.1% | +2.5% | +3.7% |
| 3M | -8.4% | +7.2% | -15.6% | -11.3% |
| 6M | -6.0% | +11.2% | -17.3% | -10.6% |
| YTD | +2.1% | +24.4% | -22.3% | -7.4% |
| 1Y | -6.4% | +6.7% | -13.0% | -10.5% |
| 3Y | +8.1% | +9.2% | -1.2% | -0.6% |
| 5Y | -31.9% | +27.4% | -59.3% | -42.0% |
| 10Y | +97.1% | +164.8% | -67.7% | +21.3% |
| All | +1,311.4% | +1,403.5% | -92.2% | +365.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling