-6.6%
APA vs ACM
+129.8%
-136.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.9% |
| 7D | +0.5% | -3.7% | +4.3% | +3.4% |
| 30D | +23.4% | -11.1% | +34.5% | +33.0% |
| 3M | +12.7% | -8.0% | +20.7% | +16.7% |
| 6M | +39.4% | -29.7% | +69.1% | +75.6% |
| YTD | +79.0% | -29.4% | +108.3% | +120.4% |
| 1Y | +88.8% | -46.4% | +135.3% | +190.0% |
| 3Y | +6.4% | -22.3% | +28.7% | +14.4% |
| 5Y | +153.0% | +4.5% | +148.5% | +106.0% |
| All | -6.6% | +129.8% | -136.4% | -49.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling