+337.4%
AMD vs APH
+280.2%
+57.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.2% | +7.2% | +6.0% |
| 7D | -15.5% | -2.4% | -13.1% | -14.0% |
| 30D | -22.6% | -9.5% | -13.2% | -16.1% |
| 3M | -5.7% | -7.6% | +1.9% | +0.1% |
| 6M | +43.1% | +12.4% | +30.7% | +31.0% |
| YTD | +128.2% | +17.5% | +110.7% | +95.1% |
| 1Y | +95.5% | +16.4% | +79.1% | +68.1% |
| All | +337.4% | +280.2% | +57.2% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling