+848.7%
APA vs AME
+18,709.1%
-17,860.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.9% |
| 7D | +0.5% | +0.6% | -0.1% | +0.2% |
| 30D | +23.4% | -6.7% | +30.1% | +27.2% |
| 3M | +12.7% | +4.1% | +8.6% | +9.4% |
| 6M | +39.4% | +1.6% | +37.8% | +35.0% |
| YTD | +79.0% | +16.1% | +62.8% | +62.1% |
| 1Y | +88.8% | +27.3% | +61.5% | +62.8% |
| 3Y | +6.4% | +50.9% | -44.5% | -15.8% |
| 5Y | +153.0% | +81.4% | +71.6% | +83.9% |
| 10Y | +7.5% | +417.0% | -409.4% | -42.8% |
| All | +848.7% | +18,709.1% | -17,860.4% | +228.6% |
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