+1,062.4%
APH vs AMCR
+16.8%
+1,045.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.5% |
| 7D | +1.6% | -6.3% | +7.9% | +4.0% |
| 30D | -3.0% | -7.1% | +4.1% | -0.5% |
| 3M | +5.7% | +12.7% | -6.9% | +0.3% |
| 6M | +20.0% | +5.2% | +14.8% | +16.3% |
| YTD | +20.8% | +8.1% | +12.7% | +14.6% |
| 1Y | +40.2% | +11.7% | +28.5% | +30.9% |
| 3Y | +288.1% | +9.9% | +278.2% | +252.8% |
| 5Y | +352.5% | -8.7% | +361.2% | +345.6% |
| 10Y | +1,062.4% | +16.8% | +1,045.6% | +865.3% |
| All | +1,062.4% | +16.8% | +1,045.6% | +865.3% |
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