-0.9%
APA vs ACM
+147.1%
-148.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.2% | -5.4% | -4.2% |
| 7D | -8.7% | +6.9% | -15.6% | -13.7% |
| 30D | -2.4% | +19.1% | -21.5% | -15.6% |
| 3M | +19.0% | -6.9% | +25.9% | +22.2% |
| 6M | +26.8% | -12.0% | +38.8% | +33.0% |
| YTD | +87.3% | -25.1% | +112.5% | +118.1% |
| 1Y | +92.3% | -45.4% | +137.7% | +192.0% |
| 3Y | +37.3% | -6.9% | +44.2% | +24.6% |
| 5Y | +73.2% | +3.7% | +69.5% | +39.9% |
| 10Y | -0.9% | +135.8% | -136.6% | -51.6% |
| All | -0.9% | +147.1% | -148.0% | -51.6% |
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 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