-97.7%
AMC vs APD
+323.0%
-420.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.9% | -9.6% | -11.3% |
| 7D | 0.0% | -0.7% | +0.7% | +0.5% |
| 30D | +4.4% | +10.1% | -5.7% | +0.6% |
| 3M | +15.4% | +4.9% | +10.5% | +13.1% |
| 6M | +93.7% | +2.5% | +91.2% | +90.1% |
| YTD | +97.4% | +27.8% | +69.7% | +75.3% |
| 1Y | +23.2% | +32.9% | -9.7% | +6.9% |
| 3Y | -71.3% | +13.4% | -84.6% | -74.2% |
| 5Y | -99.3% | +12.8% | -112.1% | -99.3% |
| 10Y | -98.7% | +194.6% | -293.3% | -99.3% |
| All | -97.7% | +323.0% | -420.8% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling