+268.0%
APH vs AMT
-18.8%
+286.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.4% | -8.9% | -9.3% |
| 7D | -12.7% | +4.4% | -17.1% | -13.2% |
| 30D | -19.2% | +17.7% | -36.9% | -21.1% |
| 3M | -16.7% | +16.7% | -33.4% | -18.7% |
| 6M | +5.1% | +11.1% | -6.0% | +3.0% |
| YTD | +6.6% | +13.9% | -7.3% | +3.8% |
| 1Y | +3.9% | +12.5% | -8.6% | +1.5% |
| 3Y | +246.0% | +13.2% | +232.9% | +218.3% |
| 5Y | +268.0% | -17.9% | +285.9% | +278.3% |
| All | +268.0% | -18.8% | +286.8% | +278.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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