+13.8%
AMD vs APO
-9.2%
+23.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.5% | -12.8% | -15.9% |
| 7D | -28.6% | -1.1% | -27.5% | -27.9% |
| 30D | -37.7% | +1.1% | -38.9% | -37.4% |
| 3M | -16.1% | -9.2% | -6.9% | -13.4% |
| 6M | +13.8% | -9.2% | +23.1% | +19.3% |
| All | +13.8% | -9.2% | +23.1% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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