+88.9%
AMD vs APD
+24.7%
+64.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.5% | +12.5% | +10.8% |
| 7D | -11.0% | -3.7% | -7.4% | -11.5% |
| 30D | -30.5% | +9.6% | -40.1% | -29.2% |
| 3M | -8.2% | +1.6% | -9.9% | -7.5% |
| 6M | +6.6% | +2.2% | +4.4% | +5.4% |
| YTD | +109.7% | +25.9% | +83.8% | +122.0% |
| 1Y | +88.9% | +20.1% | +68.8% | +98.7% |
| All | +88.9% | +24.7% | +64.2% | +98.7% |
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