+43.1%
AMD vs APH
+10.5%
+32.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.2% | +7.2% | +6.3% |
| 7D | -15.5% | -2.4% | -13.1% | -14.0% |
| 30D | -22.6% | -9.5% | -13.2% | -15.9% |
| 3M | -5.7% | -7.6% | +1.9% | +0.3% |
| 6M | +43.1% | +12.4% | +30.7% | +39.8% |
| All | +43.1% | +10.5% | +32.6% | +39.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling