+111.2%
AMD vs APD
+23.0%
+88.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +2.4% | +12.3% | +15.0% |
| 7D | +6.5% | -0.2% | +6.7% | +6.4% |
| 30D | -15.3% | +11.0% | -26.3% | -13.8% |
| 3M | +9.7% | +2.0% | +7.7% | +10.5% |
| 6M | +13.2% | +7.1% | +6.1% | +13.0% |
| YTD | +140.6% | +29.8% | +110.8% | +154.6% |
| 1Y | +111.2% | +24.0% | +87.1% | +122.2% |
| All | +111.2% | +23.0% | +88.1% | +122.2% |
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