+95.5%
APA vs MTB
+20.0%
+75.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | +5.1% | -2.0% | +7.0% | +4.7% |
| 30D | +0.3% | +0.1% | +0.2% | +0.4% |
| 3M | +15.6% | -12.1% | +27.8% | +13.9% |
| 6M | +28.9% | +7.3% | +21.6% | +28.1% |
| YTD | +96.6% | +11.5% | +85.0% | +89.8% |
| 1Y | +95.5% | +21.3% | +74.2% | +84.6% |
| All | +95.5% | +20.0% | +75.5% | +84.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling