-20.6%
APA vs AMCR
+100.3%
-120.8%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.5% |
| 7D | +9.6% | -4.5% | +14.1% | +11.7% |
| 30D | -0.2% | +4.9% | -5.1% | -2.9% |
| 3M | +19.8% | -4.6% | +24.4% | +21.4% |
| 6M | +30.1% | +15.2% | +14.9% | +18.5% |
| YTD | +100.4% | +9.7% | +90.7% | +82.0% |
| 1Y | +105.2% | +10.5% | +94.7% | +85.6% |
| 3Y | +44.6% | +13.8% | +30.8% | +26.8% |
| 5Y | +88.8% | -9.1% | +97.9% | +85.5% |
| 10Y | +6.6% | +18.6% | -12.0% | -13.6% |
| All | -20.6% | +100.3% | -120.8% | -36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling