+6,351.7%
AMD vs APD
+185.9%
+6,165.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.5% | +12.5% | +11.9% |
| 7D | -11.0% | -3.7% | -7.4% | -9.0% |
| 30D | -30.5% | +9.6% | -40.1% | -34.0% |
| 3M | -8.2% | +1.6% | -9.9% | -9.5% |
| 6M | +6.6% | +2.2% | +4.4% | +4.3% |
| YTD | +109.7% | +25.9% | +83.8% | +79.1% |
| 1Y | +88.9% | +20.1% | +68.8% | +64.4% |
| 3Y | +301.8% | +12.4% | +289.4% | +246.3% |
| 5Y | +229.4% | +11.1% | +218.2% | +179.6% |
| All | +6,351.7% | +185.9% | +6,165.8% | +3,629.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling