+475.3%
AMD vs APP
+357.9%
+117.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.2% | +2.5% | +4.2% |
| 7D | +2.6% | +0.9% | +1.7% | +2.4% |
| 30D | -0.9% | -23.3% | +22.3% | +4.7% |
| 3M | -8.7% | -42.6% | +33.9% | +3.0% |
| 6M | +136.3% | -33.6% | +169.9% | +152.9% |
| YTD | +123.0% | -52.4% | +175.4% | +154.9% |
| 1Y | +195.2% | -35.9% | +231.1% | +207.3% |
| 3Y | +336.3% | +642.2% | -305.9% | +106.5% |
| 5Y | +334.5% | +311.1% | +23.4% | +122.3% |
| All | +475.3% | +357.9% | +117.4% | +175.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling