-4.9%
APA vs ACM
+128.0%
-132.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.5% |
| 7D | -1.7% | -0.3% | -1.4% | -1.5% |
| 30D | +15.7% | -12.9% | +28.7% | +26.8% |
| 3M | +16.5% | -6.4% | +22.8% | +18.8% |
| 6M | +35.1% | -29.2% | +64.3% | +69.3% |
| YTD | +82.2% | -29.9% | +112.2% | +125.8% |
| 1Y | +102.5% | -47.3% | +149.7% | +215.1% |
| 3Y | +10.3% | -19.6% | +29.9% | +14.9% |
| 5Y | +166.1% | +5.5% | +160.6% | +114.4% |
| 10Y | -4.9% | +129.7% | -134.6% | -48.6% |
| All | -4.9% | +128.0% | -132.8% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ACM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling