+261.6%
APP vs AMT
-18.8%
+280.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.4% | +31.5% | +31.2% |
| 7D | +39.7% | +4.4% | +35.3% | +38.2% |
| 30D | +27.7% | +17.7% | +10.0% | +22.3% |
| 3M | -14.8% | +16.7% | -31.4% | -18.3% |
| 6M | -25.5% | +11.1% | -36.7% | -28.0% |
| YTD | -47.2% | +13.9% | -61.0% | -49.9% |
| 1Y | -42.3% | +12.5% | -54.8% | -45.2% |
| 3Y | +806.8% | +13.2% | +793.6% | +665.1% |
| 5Y | +261.6% | -17.9% | +279.5% | +303.3% |
| All | +261.6% | -18.8% | +280.4% | +303.3% |
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