+520.8%
APP vs AMCR
-1.8%
+522.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | +2.9% |
| 7D | +48.9% | -8.5% | +57.4% | +52.6% |
| 30D | +49.4% | +6.8% | +42.7% | +43.5% |
| 3M | +27.0% | -5.0% | +32.0% | +27.9% |
| 6M | -15.4% | +13.9% | -29.3% | -21.0% |
| YTD | -39.9% | +11.2% | -51.1% | -45.2% |
| 1Y | -32.0% | +11.3% | -43.3% | -38.1% |
| 3Y | +824.3% | +15.4% | +809.0% | +666.4% |
| 5Y | +252.4% | -7.7% | +260.2% | +261.4% |
| All | +520.8% | -1.8% | +522.6% | +542.6% |
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