+367.9%
APP vs AMCR
-4.6%
+372.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.1% |
| 7D | -4.4% | -6.3% | +1.9% | -1.8% |
| 30D | -10.0% | -7.1% | -2.9% | -7.3% |
| 3M | -41.4% | +12.7% | -54.1% | -44.2% |
| 6M | -41.0% | +5.2% | -46.2% | -42.5% |
| YTD | -54.7% | +8.1% | -62.8% | -57.6% |
| 1Y | -45.3% | +11.7% | -57.1% | -50.0% |
| 3Y | +624.3% | +9.9% | +614.4% | +526.0% |
| 5Y | +329.1% | -8.7% | +337.8% | +348.5% |
| All | +367.9% | -4.6% | +372.5% | +396.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling