-13.1%
APA vs ACM
+233.3%
-246.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -15.5% | +5.4% | -20.9% | -18.5% |
| 30D | +2.4% | +15.1% | -12.7% | -6.6% |
| 3M | +22.8% | -10.5% | +33.3% | +28.6% |
| 6M | +17.9% | -19.7% | +37.6% | +30.0% |
| YTD | +87.7% | -28.8% | +116.5% | +118.6% |
| 1Y | +94.2% | -47.9% | +142.1% | +174.0% |
| 3Y | +27.2% | -12.4% | +39.6% | +27.1% |
| 5Y | +74.1% | +0.6% | +73.6% | +59.8% |
| 10Y | +2.6% | +161.3% | -158.6% | -40.2% |
| All | -13.1% | +233.3% | -246.4% | -61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling