+40.2%
AMC vs APD
+36.4%
+3.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.9% | +5.4% | +7.4% |
| 7D | +17.7% | +3.8% | +13.9% | +18.0% |
| 30D | +26.2% | +14.1% | +12.1% | +27.5% |
| 3M | +31.3% | +8.2% | +23.1% | +32.1% |
| 6M | +142.8% | +7.5% | +135.2% | +147.0% |
| YTD | +125.6% | +31.7% | +94.0% | +117.9% |
| 1Y | +40.2% | +35.1% | +5.2% | +29.9% |
| All | +40.2% | +36.4% | +3.9% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling