+391.7%
APP vs AMCR
-0.1%
+391.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +0.9% | -1.9% | +2.7% | +1.7% |
| 30D | -23.3% | -4.1% | -19.2% | -21.9% |
| 3M | -42.6% | +21.7% | -64.3% | -47.1% |
| 6M | -33.6% | +1.5% | -35.1% | -34.3% |
| YTD | -52.4% | +13.1% | -65.6% | -56.3% |
| 1Y | -35.9% | +16.5% | -52.4% | -42.3% |
| 3Y | +642.2% | +10.3% | +632.0% | +551.2% |
| 5Y | +311.1% | -7.7% | +318.7% | +319.3% |
| All | +391.7% | -0.1% | +391.8% | +412.4% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling