+893.2%
APA vs AME
+18,777.7%
-17,884.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -2.2% |
| 7D | -8.7% | -1.5% | -7.2% | -8.2% |
| 30D | -2.4% | -4.2% | +1.8% | -0.7% |
| 3M | +19.0% | -5.9% | +24.9% | +21.6% |
| 6M | +26.8% | +2.8% | +24.0% | +22.9% |
| YTD | +87.3% | +16.6% | +70.8% | +68.6% |
| 1Y | +92.3% | +22.1% | +70.2% | +69.0% |
| 3Y | +37.3% | +64.7% | -27.4% | +3.9% |
| 5Y | +73.2% | +76.6% | -3.4% | +26.8% |
| 10Y | -0.9% | +443.9% | -444.7% | -48.4% |
| All | +893.2% | +18,777.7% | -17,884.5% | +241.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling