-0.9%
APA vs AMC
-98.6%
+97.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.3% | -8.5% | -0.5% |
| 7D | -8.7% | +6.6% | -15.3% | -9.1% |
| 30D | -2.4% | +14.1% | -16.5% | -3.1% |
| 3M | +19.0% | +31.3% | -12.3% | +17.1% |
| 6M | +26.8% | +126.7% | -99.9% | +20.6% |
| YTD | +87.3% | +117.9% | -30.6% | +77.5% |
| 1Y | +92.3% | +41.1% | +51.2% | +85.9% |
| 3Y | +37.3% | -61.0% | +98.2% | +36.9% |
| 5Y | +73.2% | -99.1% | +172.3% | +94.2% |
| 10Y | -0.9% | -98.7% | +97.8% | -13.1% |
| All | -0.9% | -98.6% | +97.7% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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