+195.2%
AMD vs APD
+6.0%
+189.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +4.5% |
| 7D | +2.6% | -2.2% | +4.8% | +2.1% |
| 30D | -0.9% | +2.1% | -3.0% | -0.4% |
| 3M | -8.7% | +7.2% | -15.9% | -7.7% |
| 6M | +136.3% | +11.2% | +125.1% | +143.5% |
| YTD | +123.0% | +24.4% | +98.6% | +141.6% |
| 1Y | +195.2% | +6.7% | +188.5% | +223.2% |
| All | +195.2% | +6.0% | +189.1% | +223.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling