+962.6%
APA vs MTB
+7,592.0%
-6,629.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +9.6% | 0.0% | +9.6% | +9.6% |
| 30D | -0.2% | +0.8% | -1.1% | -0.9% |
| 3M | +19.8% | -12.8% | +32.6% | +27.0% |
| 6M | +30.1% | +6.7% | +23.4% | +24.8% |
| YTD | +100.4% | +11.3% | +89.1% | +87.2% |
| 1Y | +105.2% | +20.2% | +85.0% | +84.8% |
| 3Y | +44.6% | +103.8% | -59.1% | +1.7% |
| 5Y | +88.8% | +60.9% | +27.9% | +43.6% |
| 10Y | +6.6% | +115.0% | -108.4% | -23.2% |
| All | +962.6% | +7,592.0% | -6,629.4% | +320.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling