+6,351.7%
AMD vs APH
+894.6%
+5,457.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.1% | +6.9% | +7.1% |
| 7D | -11.0% | -5.9% | -5.1% | -5.2% |
| 30D | -30.5% | -14.8% | -15.7% | -18.2% |
| 3M | -8.2% | -12.4% | +4.2% | +4.6% |
| 6M | +6.6% | +8.1% | -1.5% | -0.7% |
| YTD | +109.7% | +10.9% | +98.7% | +83.9% |
| 1Y | +88.9% | +8.8% | +80.1% | +68.4% |
| 3Y | +301.8% | +262.1% | +39.8% | -1.3% |
| 5Y | +229.4% | +283.1% | -53.8% | -21.0% |
| All | +6,351.7% | +894.6% | +5,457.1% | +437.4% |
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