-98.1%
AMC vs APD
+311.8%
-409.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.7% |
| 7D | +2.3% | -2.2% | +4.5% | +3.3% |
| 30D | -0.7% | +2.1% | -2.8% | -1.7% |
| 3M | +35.2% | +7.2% | +28.0% | +30.3% |
| 6M | +124.6% | +11.2% | +113.3% | +111.8% |
| YTD | +69.9% | +24.4% | +45.5% | +52.3% |
| 1Y | -2.6% | +6.7% | -9.2% | -7.2% |
| 3Y | -79.8% | +9.2% | -89.0% | -81.6% |
| 5Y | -99.4% | +27.4% | -126.8% | -99.5% |
| 10Y | -98.9% | +164.8% | -263.7% | -99.4% |
| All | -98.1% | +311.8% | -409.8% | -99.1% |
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