+48.1%
APA vs ACM
-9.1%
+57.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.1% | +1.5% |
| 7D | +8.5% | +5.6% | +2.9% | +6.7% |
| 30D | +2.8% | +20.8% | -18.0% | -3.6% |
| 3M | +21.7% | +11.4% | +10.3% | +17.0% |
| 6M | +32.6% | +0.9% | +31.7% | +30.5% |
| YTD | +103.7% | -24.8% | +128.5% | +124.8% |
| 1Y | +101.8% | -46.4% | +148.2% | +173.8% |
| 3Y | +48.1% | -9.2% | +57.3% | +43.9% |
| All | +48.1% | -9.1% | +57.2% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling