+4.5%
APA vs MTB
+119.7%
-115.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | +5.1% | -2.0% | +7.0% | +6.5% |
| 30D | +0.3% | +0.1% | +0.2% | -0.3% |
| 3M | +15.6% | -12.1% | +27.8% | +26.1% |
| 6M | +28.9% | +7.3% | +21.6% | +19.8% |
| YTD | +96.6% | +11.5% | +85.0% | +74.8% |
| 1Y | +95.5% | +21.3% | +74.2% | +62.7% |
| 3Y | +41.8% | +104.1% | -62.3% | -23.6% |
| 5Y | +85.4% | +61.8% | +23.6% | +9.3% |
| 10Y | +4.5% | +115.4% | -110.8% | -47.3% |
| All | +4.5% | +119.7% | -115.2% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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