+262.1%
APH vs AMCR
+16.4%
+245.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.1% | +6.2% | +4.3% |
| 7D | -5.9% | -5.3% | -0.6% | -5.4% |
| 30D | -14.8% | +8.7% | -23.6% | -15.7% |
| 3M | -12.4% | -3.3% | -9.1% | -12.1% |
| 6M | +8.1% | +15.1% | -7.0% | +5.2% |
| YTD | +10.9% | +12.4% | -1.5% | +7.5% |
| 1Y | +8.8% | +15.8% | -7.0% | +4.8% |
| 3Y | +262.1% | +16.7% | +245.3% | +240.1% |
| All | +262.1% | +16.4% | +245.7% | +240.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling