+2,458.5%
APH vs AMCR
+105.2%
+2,353.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.1% | +6.2% | +4.7% |
| 7D | -5.9% | -5.3% | -0.6% | -4.6% |
| 30D | -14.8% | +8.7% | -23.6% | -17.0% |
| 3M | -12.4% | -3.3% | -9.1% | -12.0% |
| 6M | +8.1% | +15.1% | -7.0% | +2.9% |
| YTD | +10.9% | +12.4% | -1.5% | +5.3% |
| 1Y | +8.8% | +15.8% | -7.0% | +2.3% |
| 3Y | +262.1% | +16.7% | +245.3% | +232.9% |
| 5Y | +283.1% | -5.1% | +288.2% | +275.3% |
| 10Y | +908.1% | +21.5% | +886.6% | +786.3% |
| All | +2,458.5% | +105.2% | +2,353.3% | +2,148.3% |
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 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