-37.0%
APP vs AMT
+9.8%
-46.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.7% | +12.5% | +9.2% |
| 7D | +71.2% | +0.5% | +70.7% | +71.2% |
| 30D | +39.1% | +13.6% | +25.5% | +43.3% |
| 3M | +16.5% | +11.5% | +5.1% | +19.6% |
| 6M | -16.6% | +6.9% | -23.5% | -14.8% |
| YTD | -41.9% | +10.8% | -52.8% | -39.0% |
| 1Y | -37.0% | +10.3% | -47.4% | -34.0% |
| All | -37.0% | +9.8% | -46.9% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling