-5.4%
APA vs AME
+428.6%
-434.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -1.7% | +2.8% | -4.5% | -4.4% |
| 30D | +15.7% | -6.3% | +22.0% | +22.5% |
| 3M | +16.5% | +5.4% | +11.1% | +7.6% |
| 6M | +35.1% | +7.4% | +27.7% | +18.4% |
| YTD | +82.2% | +16.2% | +66.1% | +45.8% |
| 1Y | +102.5% | +26.8% | +75.7% | +45.2% |
| 3Y | +10.3% | +57.5% | -47.2% | -40.8% |
| 5Y | +166.1% | +84.8% | +81.3% | +14.3% |
| All | -5.4% | +428.6% | -434.0% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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