+290.1%
APH vs AMCR
+10.1%
+280.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.0% |
| 7D | +0.2% | -1.8% | +2.0% | +0.4% |
| 30D | -3.3% | -6.0% | +2.7% | -2.6% |
| 3M | +14.0% | +18.9% | -4.9% | +10.5% |
| 6M | +24.4% | +5.7% | +18.8% | +21.9% |
| YTD | +21.4% | +11.1% | +10.3% | +17.7% |
| 1Y | +48.9% | +12.7% | +36.2% | +43.8% |
| 3Y | +290.1% | +9.6% | +280.5% | +268.7% |
| All | +290.1% | +10.1% | +280.0% | +268.7% |
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 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