-29.1%
APA vs AMCR
+100.2%
-129.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +0.5% | -1.9% | +2.4% | +1.4% |
| 30D | +23.4% | -4.1% | +27.5% | +25.5% |
| 3M | +12.7% | +21.7% | -9.0% | +1.4% |
| 6M | +39.4% | +1.5% | +37.9% | +33.7% |
| YTD | +79.0% | +13.1% | +65.8% | +61.5% |
| 1Y | +88.8% | +13.0% | +75.8% | +70.2% |
| 3Y | +6.4% | +6.9% | -0.6% | -2.8% |
| 5Y | +153.0% | -10.5% | +163.4% | +153.0% |
| 10Y | +7.5% | +20.9% | -13.3% | -11.9% |
| All | -29.1% | +100.2% | -129.3% | -42.7% |
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