+83.2%
APA vs MTB
+65.9%
+17.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.7% |
| 7D | -5.5% | -0.7% | -4.9% | -5.3% |
| 30D | -1.2% | +1.4% | -2.6% | -2.1% |
| 3M | +10.6% | -11.6% | +22.1% | +16.6% |
| 6M | +28.4% | +5.4% | +23.0% | +23.5% |
| YTD | +89.7% | +11.7% | +78.0% | +75.4% |
| 1Y | +90.6% | +20.5% | +70.0% | +69.1% |
| 3Y | +36.9% | +104.5% | -67.6% | -5.6% |
| 5Y | +83.2% | +65.1% | +18.2% | +20.8% |
| All | +83.2% | +65.9% | +17.4% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling