+175.6%
APA vs MTB
+103.4%
+72.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.1% | +3.1% |
| 7D | +0.3% | +1.1% | -0.8% | -0.2% |
| 30D | +9.3% | -4.6% | +13.9% | +11.6% |
| 3M | +23.3% | +6.3% | +17.1% | +18.8% |
| 6M | +39.5% | +15.6% | +23.9% | +27.6% |
| YTD | +87.6% | +20.6% | +67.1% | +67.1% |
| 1Y | +114.2% | +22.5% | +91.7% | +88.5% |
| 3Y | +13.6% | +114.4% | -100.9% | -25.2% |
| 5Y | +175.6% | +101.9% | +73.7% | +49.8% |
| All | +175.6% | +103.4% | +72.2% | +49.8% |
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