+39.4%
APA vs AME
+0.9%
+38.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -1.9% |
| 7D | +0.5% | +0.6% | -0.1% | +1.2% |
| 30D | +23.4% | -6.7% | +30.1% | +16.9% |
| 3M | +12.7% | +4.1% | +8.6% | +18.3% |
| 6M | +39.4% | +1.6% | +37.8% | +50.8% |
| All | +39.4% | +0.9% | +38.6% | +50.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling