-99.2%
AMC vs APD
+16.4%
-115.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +3.5% | +3.8% | -0.3% | +2.0% |
| 30D | +12.5% | +8.2% | +4.3% | +9.3% |
| 3M | +23.6% | +4.3% | +19.3% | +21.7% |
| 6M | +144.4% | +4.7% | +139.7% | +138.6% |
| YTD | +108.3% | +31.5% | +76.8% | +81.8% |
| 1Y | +38.9% | +23.5% | +15.3% | +24.3% |
| 3Y | -58.9% | +29.1% | -88.0% | -66.3% |
| All | -99.2% | +16.4% | -115.7% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling