+337.5%
AMD vs APH
+120.4%
+217.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -47.8% | +49.2% | +32.7% |
| 7D | +0.2% | -48.7% | +48.9% | +33.3% |
| 30D | -0.9% | -51.9% | +51.0% | +40.0% |
| 3M | -8.7% | -43.6% | +34.8% | +11.8% |
| 6M | +136.3% | -37.5% | +173.9% | +156.0% |
| YTD | +123.0% | -38.6% | +161.6% | +138.0% |
| 1Y | +195.2% | -26.3% | +221.5% | +155.9% |
| 3Y | +336.3% | +89.2% | +247.1% | +10.1% |
| All | +337.5% | +120.4% | +217.1% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling