+261.9%
AMD vs APP
+804.7%
-542.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +31.0% | -48.3% | -22.4% |
| 7D | -28.6% | +39.7% | -68.3% | -33.9% |
| 30D | -37.7% | +27.7% | -65.5% | -41.3% |
| 3M | -16.1% | -14.8% | -1.3% | -15.2% |
| 6M | +13.8% | -25.5% | +39.4% | +16.9% |
| YTD | +88.8% | -47.2% | +136.0% | +103.4% |
| 1Y | +57.8% | -42.3% | +100.1% | +66.7% |
| All | +261.9% | +804.7% | -542.8% | +101.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling