+25.3%
APD vs AMCR
-10.2%
+35.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +0.2% |
| 7D | -4.6% | -6.3% | +1.7% | -2.1% |
| 30D | -4.2% | -7.1% | +2.9% | -1.4% |
| 3M | +5.0% | +12.7% | -7.7% | -0.4% |
| 6M | +8.9% | +5.2% | +3.8% | +5.5% |
| YTD | +21.9% | +8.1% | +13.8% | +15.4% |
| 1Y | +5.6% | +11.7% | -6.2% | -1.7% |
| 3Y | +6.9% | +9.9% | -3.0% | -2.9% |
| 5Y | +25.3% | -8.7% | +34.0% | +24.5% |
| All | +25.3% | -10.2% | +35.6% | +24.5% |
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