+9,703.6%
AMD vs APA
+835.7%
+8,867.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.3% | -15.0% | -16.7% |
| 7D | -28.6% | -15.6% | -13.0% | -25.7% |
| 30D | -37.7% | -0.9% | -36.8% | -37.7% |
| 3M | -16.1% | +26.1% | -42.2% | -21.3% |
| 6M | +13.8% | +6.1% | +7.7% | +9.8% |
| YTD | +88.8% | +82.8% | +6.0% | +56.9% |
| 1Y | +57.8% | +106.5% | -48.7% | +26.4% |
| 3Y | +260.3% | +21.9% | +238.4% | +216.4% |
| 5Y | +196.6% | +69.7% | +127.0% | +130.3% |
| 10Y | +6,064.6% | 0.0% | +6,064.6% | +4,113.0% |
| All | +9,703.6% | +835.7% | +8,867.9% | +5,046.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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