+5,710.3%
AMD vs APH
+855.3%
+4,855.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -9.3% | -7.9% | -8.4% |
| 7D | -28.6% | -12.7% | -15.9% | -18.3% |
| 30D | -37.7% | -19.2% | -18.6% | -23.2% |
| 3M | -16.1% | -16.7% | +0.6% | 0.0% |
| 6M | +13.8% | +5.1% | +8.7% | +8.9% |
| YTD | +88.8% | +6.6% | +82.3% | +71.7% |
| 1Y | +57.8% | +3.9% | +53.9% | +46.7% |
| 3Y | +260.3% | +246.0% | +14.2% | -7.8% |
| 5Y | +196.6% | +268.0% | -71.4% | -26.2% |
| All | +5,710.3% | +855.3% | +4,855.1% | +401.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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