-29.5%
APA vs AMC
-97.7%
+68.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.6% |
| 7D | -15.5% | +2.6% | -18.1% | -15.7% |
| 30D | +2.4% | +9.0% | -6.6% | +1.8% |
| 3M | +22.8% | +22.2% | +0.6% | +21.2% |
| 6M | +17.9% | +91.5% | -73.5% | +12.7% |
| YTD | +87.7% | +101.3% | -13.6% | +77.7% |
| 1Y | +94.2% | +20.8% | +73.4% | +88.6% |
| 3Y | +27.2% | -71.3% | +98.5% | +28.8% |
| 5Y | +74.1% | -99.2% | +173.4% | +98.3% |
| 10Y | +2.6% | -98.7% | +101.3% | -2.6% |
| All | -29.5% | -97.7% | +68.2% | -45.5% |
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