+803.3%
APP vs AMT
+13.5%
+789.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.4% | +31.5% | +30.9% |
| 7D | +39.7% | +4.4% | +35.3% | +41.0% |
| 30D | +27.7% | +17.7% | +10.0% | +32.7% |
| 3M | -14.8% | +16.7% | -31.4% | -11.5% |
| 6M | -25.5% | +11.1% | -36.7% | -23.2% |
| YTD | -47.2% | +13.9% | -61.0% | -44.9% |
| 1Y | -42.3% | +12.5% | -54.8% | -39.9% |
| All | +803.3% | +13.5% | +789.8% | +749.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling