+337.5%
AMD vs APD
+27.6%
+310.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +5.1% |
| 7D | +2.6% | -2.2% | +4.8% | +3.6% |
| 30D | -0.9% | +2.1% | -3.0% | -2.0% |
| 3M | -8.7% | +7.2% | -15.9% | -12.0% |
| 6M | +136.3% | +11.2% | +125.1% | +123.3% |
| YTD | +123.0% | +24.4% | +98.6% | +97.3% |
| 1Y | +195.2% | +6.7% | +188.5% | +180.7% |
| 3Y | +336.3% | +9.2% | +327.1% | +298.9% |
| All | +337.5% | +27.6% | +310.0% | +191.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling