-98.8%
AMC vs APD
+191.6%
-290.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.7% | -2.5% |
| 7D | +8.4% | +2.2% | +6.3% | +7.6% |
| 30D | +9.2% | +9.4% | -0.3% | +5.6% |
| 3M | +32.0% | +4.7% | +27.3% | +29.8% |
| 6M | +149.3% | +5.5% | +143.8% | +142.3% |
| YTD | +114.1% | +31.4% | +82.7% | +88.8% |
| 1Y | +35.8% | +24.1% | +11.7% | +22.2% |
| 3Y | -58.3% | +28.8% | -87.1% | -64.6% |
| 5Y | -99.2% | +15.8% | -114.9% | -99.3% |
| All | -98.8% | +191.6% | -290.4% | -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