+8,520.0%
AMD vs APD
+191.6%
+8,328.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.3% | +5.5% | +5.7% |
| 7D | +44.7% | +2.2% | +42.6% | +43.1% |
| 30D | -3.3% | +9.4% | -12.8% | -8.0% |
| 3M | +21.2% | +4.7% | +16.5% | +17.9% |
| 6M | +30.6% | +5.5% | +25.1% | +25.7% |
| YTD | +173.3% | +31.4% | +141.9% | +128.0% |
| 1Y | +126.1% | +24.1% | +102.0% | +93.6% |
| 3Y | +393.5% | +28.8% | +364.8% | +293.4% |
| 5Y | +295.8% | +15.8% | +280.0% | +228.6% |
| All | +8,520.0% | +191.6% | +8,328.4% | +4,043.9% |
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