-71.3%
AMC vs APD
+11.7%
-83.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.5% | +2.2% |
| 7D | +2.6% | -3.7% | +6.3% | +3.2% |
| 30D | +9.0% | +9.6% | -0.6% | +8.0% |
| 3M | +22.2% | +1.6% | +20.5% | +22.0% |
| 6M | +91.5% | +2.2% | +89.3% | +91.1% |
| YTD | +101.3% | +25.9% | +75.4% | +92.3% |
| 1Y | +20.8% | +20.1% | +0.6% | +16.3% |
| 3Y | -71.3% | +12.4% | -83.7% | -73.0% |
| All | -71.3% | +11.7% | -83.0% | -73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling