-98.7%
AMC vs APD
+187.0%
-285.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | +5.5% | -0.2% | +5.7% | +5.8% |
| 30D | +16.1% | +11.0% | +5.1% | +11.7% |
| 3M | +43.0% | +1.3% | +41.7% | +42.4% |
| 6M | +130.7% | +6.4% | +124.3% | +123.2% |
| YTD | +121.8% | +28.9% | +92.9% | +97.1% |
| 1Y | +40.7% | +23.2% | +17.4% | +26.9% |
| 3Y | -56.8% | +26.3% | -83.1% | -63.0% |
| 5Y | -99.1% | +12.0% | -111.1% | -99.2% |
| 10Y | -98.7% | +183.2% | -281.8% | -99.2% |
| All | -98.7% | +187.0% | -285.7% | -99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling