-98.7%
AMC vs APD
+185.9%
-284.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.5% | +2.5% |
| 7D | +2.6% | -3.7% | +6.3% | +4.3% |
| 30D | +9.0% | +9.6% | -0.6% | +5.4% |
| 3M | +22.2% | +1.6% | +20.5% | +21.4% |
| 6M | +91.5% | +2.2% | +89.3% | +88.2% |
| YTD | +101.3% | +25.9% | +75.4% | +80.5% |
| 1Y | +20.8% | +20.1% | +0.6% | +9.9% |
| 3Y | -71.3% | +12.4% | -83.7% | -74.1% |
| 5Y | -99.2% | +11.1% | -110.4% | -99.3% |
| All | -98.7% | +185.9% | -284.6% | -99.3% |
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