+387.2%
AMD vs APP
+408.7%
-21.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +31.0% | -48.3% | -24.1% |
| 7D | -28.6% | +39.7% | -68.3% | -35.5% |
| 30D | -37.7% | +27.7% | -65.5% | -42.6% |
| 3M | -16.1% | -14.8% | -1.3% | -15.7% |
| 6M | +13.8% | -25.5% | +39.4% | +16.5% |
| YTD | +88.8% | -47.2% | +136.0% | +105.2% |
| 1Y | +57.8% | -42.3% | +100.1% | +67.4% |
| 3Y | +260.3% | +806.8% | -546.5% | +58.0% |
| 5Y | +196.6% | +261.6% | -65.0% | +48.6% |
| All | +387.2% | +408.7% | -21.5% | +121.4% |
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 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