+6.7%
APD vs AMCR
+11.5%
-4.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.7% |
| 7D | -2.2% | -3.3% | +1.0% | -1.7% |
| 30D | +2.1% | -5.4% | +7.5% | +3.0% |
| 3M | +7.2% | +20.0% | -12.8% | +4.4% |
| 6M | +11.2% | 0.0% | +11.2% | +13.0% |
| YTD | +24.4% | +11.5% | +12.9% | +18.8% |
| 1Y | +6.7% | +11.4% | -4.7% | +2.7% |
| All | +6.7% | +11.5% | -4.9% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling