+391.7%
APP vs AMT
-14.6%
+406.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.5% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | -23.3% | +4.6% | -27.9% | -24.3% |
| 3M | -42.6% | -8.4% | -34.2% | -41.5% |
| 6M | -33.6% | -6.0% | -27.6% | -32.8% |
| YTD | -52.4% | +2.1% | -54.6% | -53.5% |
| 1Y | -35.9% | -6.4% | -29.5% | -35.6% |
| 3Y | +642.2% | +8.1% | +634.2% | +518.0% |
| 5Y | +311.1% | -31.9% | +343.0% | +353.1% |
| All | +391.7% | -14.6% | +406.3% | +385.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling