+192.8%
APD vs AMCR
+18.6%
+174.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.8% |
| 7D | +2.2% | -4.5% | +6.6% | +4.0% |
| 30D | +9.4% | +4.9% | +4.6% | +7.3% |
| 3M | +4.7% | -4.6% | +9.2% | +6.4% |
| 6M | +5.5% | +15.2% | -9.7% | -1.0% |
| YTD | +31.4% | +9.7% | +21.7% | +23.8% |
| 1Y | +24.1% | +10.5% | +13.6% | +16.6% |
| 3Y | +28.8% | +13.8% | +14.9% | +17.4% |
| 5Y | +15.8% | -9.1% | +24.9% | +15.4% |
| All | +192.8% | +18.6% | +174.2% | +145.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling