+11,749.2%
AMD vs APD
+6,478.8%
+5,270.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | 0.0% |
| 7D | -15.5% | +3.8% | -19.3% | -17.3% |
| 30D | -22.6% | +14.1% | -36.7% | -28.3% |
| 3M | -5.7% | +8.2% | -13.9% | -10.4% |
| 6M | +43.1% | +7.5% | +35.6% | +35.8% |
| YTD | +128.2% | +31.7% | +96.6% | +91.0% |
| 1Y | +95.5% | +35.1% | +60.4% | +58.7% |
| 3Y | +335.4% | +16.8% | +318.6% | +269.2% |
| 5Y | +255.5% | +19.4% | +236.1% | +198.2% |
| 10Y | +7,350.9% | +203.5% | +7,147.4% | +3,547.1% |
| All | +11,749.2% | +6,478.8% | +5,270.5% | +1,267.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling