+5,710.3%
AMD vs APD
+190.3%
+5,520.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.9% | -14.3% | -15.7% |
| 7D | -28.6% | -0.7% | -27.9% | -28.2% |
| 30D | -37.7% | +10.1% | -47.9% | -41.0% |
| 3M | -16.1% | +4.9% | -21.0% | -18.6% |
| 6M | +13.8% | +2.5% | +11.4% | +11.2% |
| YTD | +88.8% | +27.8% | +61.0% | +60.1% |
| 1Y | +57.8% | +32.9% | +24.9% | +28.2% |
| 3Y | +260.3% | +13.4% | +246.9% | +209.6% |
| 5Y | +196.6% | +12.8% | +183.8% | +150.0% |
| All | +5,710.3% | +190.3% | +5,520.1% | +3,234.3% |
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