+57.8%
AMD vs APP
-41.6%
+99.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +31.0% | -48.3% | -20.6% |
| 7D | -28.6% | +39.7% | -68.3% | -32.5% |
| 30D | -37.7% | +27.7% | -65.5% | -40.0% |
| 3M | -16.1% | -14.8% | -1.3% | -12.7% |
| 6M | +13.8% | -25.5% | +39.4% | +20.5% |
| YTD | +88.8% | -47.2% | +136.0% | +111.6% |
| 1Y | +57.8% | -42.3% | +100.1% | +67.5% |
| All | +57.8% | -41.6% | +99.4% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APP.
Daily Out/Under-Performance
Portfolio return minus APP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APP 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 1y: compounded portfolio wealth divided by compounded APP 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…
1y analysis · Full analysis span regression · 6 months rolling