+1,228.6%
APH vs AMCR
+100.2%
+1,128.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.2% | -47.6% | -47.7% |
| 7D | -48.7% | -1.6% | -47.2% | -48.5% |
| 30D | -51.9% | -4.1% | -47.9% | -51.4% |
| 3M | -43.6% | +21.7% | -65.2% | -46.8% |
| 6M | -37.5% | +1.5% | -39.0% | -38.3% |
| YTD | -38.6% | +13.1% | -51.8% | -41.6% |
| 1Y | -26.3% | +13.0% | -39.3% | -30.0% |
| 3Y | +89.2% | +6.9% | +82.3% | +79.3% |
| 5Y | +119.8% | -10.5% | +130.3% | +119.7% |
| 10Y | +454.3% | +20.9% | +433.4% | +393.1% |
| All | +1,228.6% | +100.2% | +1,128.3% | +1,080.8% |
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