+895.0%
APA vs AME
+18,019.4%
-17,124.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +1.4% |
| 7D | -15.5% | -5.2% | -10.3% | -13.4% |
| 30D | +2.4% | -8.0% | +10.4% | +6.3% |
| 3M | +22.8% | -8.9% | +31.7% | +27.5% |
| 6M | +17.9% | -5.0% | +22.9% | +18.9% |
| YTD | +87.7% | +11.9% | +75.8% | +72.4% |
| 1Y | +94.2% | +16.6% | +77.6% | +74.5% |
| 3Y | +27.2% | +62.5% | -35.3% | -3.1% |
| 5Y | +74.1% | +67.6% | +6.5% | +30.8% |
| 10Y | +2.6% | +450.4% | -447.7% | -46.5% |
| All | +895.0% | +18,019.4% | -17,124.4% | +249.4% |
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