-31.3%
APA vs AMC
-97.8%
+66.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -12.5% | +10.2% | -1.7% |
| 7D | -15.6% | 0.0% | -15.6% | -15.7% |
| 30D | -0.9% | +4.4% | -5.3% | -1.2% |
| 3M | +26.1% | +15.4% | +10.7% | +24.7% |
| 6M | +6.1% | +93.7% | -87.6% | +1.3% |
| YTD | +82.8% | +97.4% | -14.6% | +73.3% |
| 1Y | +106.5% | +23.2% | +83.3% | +100.4% |
| 3Y | +21.9% | -71.3% | +93.2% | +23.4% |
| 5Y | +69.7% | -99.3% | +168.9% | +93.4% |
| 10Y | 0.0% | -98.7% | +98.7% | -5.1% |
| All | -31.3% | -97.8% | +66.5% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling