-3.7%
APA vs AMCR
+14.6%
-18.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.4% |
| 7D | +4.6% | -6.3% | +10.9% | +8.4% |
| 30D | +11.9% | -7.8% | +19.7% | +17.0% |
| 3M | +22.5% | +7.5% | +14.9% | +15.2% |
| 6M | +37.5% | +2.7% | +34.8% | +28.1% |
| YTD | +87.2% | +6.0% | +81.1% | +69.0% |
| 1Y | +101.4% | +7.8% | +93.7% | +79.2% |
| 3Y | +16.9% | +5.8% | +11.1% | +2.1% |
| 5Y | +178.4% | -11.6% | +190.1% | +174.3% |
| All | -3.7% | +14.6% | -18.3% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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