+14.1%
APD vs AMCR
-5.9%
+20.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -0.2% | -3.8% | +3.5% | +1.3% |
| 30D | +11.0% | +8.3% | +2.7% | +7.5% |
| 3M | +2.0% | -2.7% | +4.7% | +2.9% |
| 6M | +7.1% | +16.7% | -9.7% | 0.0% |
| YTD | +29.8% | +13.2% | +16.5% | +20.5% |
| 1Y | +24.0% | +13.7% | +10.3% | +15.0% |
| 3Y | +27.2% | +17.4% | +9.7% | +12.2% |
| All | +14.1% | -5.9% | +20.1% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling