+154.8%
APA vs ACM
+5.0%
+149.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | +0.5% | -3.7% | +4.3% | +2.6% |
| 30D | +23.4% | -11.1% | +34.5% | +30.5% |
| 3M | +12.7% | -8.0% | +20.7% | +15.9% |
| 6M | +39.4% | -29.7% | +69.1% | +67.9% |
| YTD | +79.0% | -29.4% | +108.3% | +111.6% |
| 1Y | +88.8% | -46.4% | +135.3% | +170.5% |
| 3Y | +6.4% | -22.3% | +28.7% | +10.6% |
| All | +154.8% | +5.0% | +149.8% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling