+313.2%
APP vs AMCR
-6.2%
+319.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.6% |
| 7D | +61.1% | -3.8% | +64.9% | +62.2% |
| 30D | +42.8% | +8.3% | +34.4% | +36.2% |
| 3M | +16.7% | -2.7% | +19.4% | +16.4% |
| 6M | -15.6% | +16.7% | -32.3% | -22.2% |
| YTD | -41.3% | +13.2% | -54.5% | -47.0% |
| 1Y | -39.3% | +13.7% | -53.0% | -45.5% |
| 3Y | +803.2% | +17.4% | +785.8% | +628.3% |
| 5Y | +313.2% | -5.9% | +319.1% | +324.8% |
| All | +313.2% | -6.2% | +319.4% | +324.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling