+467.6%
APD vs AMCR
+100.2%
+367.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% | -6.3% | +1.4% |
| 3Y | +9.2% | +6.9% | +2.3% | +4.6% |
| 5Y | +27.4% | -10.5% | +37.8% | +28.0% |
| 10Y | +164.8% | +20.9% | +144.0% | +137.5% |
| All | +467.6% | +100.2% | +367.4% | +412.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling