+467.6%
APD vs AMCR
+106.4%
+361.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.2% | -1.9% | -0.3% | -1.7% |
| 30D | +2.1% | -4.1% | +6.2% | +3.3% |
| 3M | +7.2% | +21.7% | -14.5% | +0.8% |
| 6M | +11.2% | +1.5% | +9.8% | +9.8% |
| YTD | +24.4% | +13.1% | +11.3% | +18.2% |
| 1Y | +6.7% | +16.5% | -9.8% | +0.4% |
| 3Y | +9.2% | +10.3% | -1.0% | +3.6% |
| 5Y | +27.4% | -7.7% | +35.0% | +26.8% |
| 10Y | +164.8% | +24.6% | +140.2% | +135.2% |
| All | +467.6% | +106.4% | +361.1% | +407.7% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling