+163.7%
APD vs AME
+421.6%
-257.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.5% | +2.8% | -5.3% | -4.0% |
| 30D | -1.9% | -6.3% | +4.4% | +1.5% |
| 3M | +8.2% | +5.4% | +2.8% | +4.6% |
| 6M | +10.7% | +7.4% | +3.3% | +5.1% |
| YTD | +22.9% | +16.2% | +6.8% | +11.1% |
| 1Y | +5.8% | +26.8% | -21.0% | -9.4% |
| 3Y | +7.8% | +57.5% | -49.7% | -21.7% |
| 5Y | +26.1% | +84.8% | -58.7% | -18.2% |
| 10Y | +163.7% | +424.3% | -260.6% | +1.3% |
| All | +163.7% | +421.6% | -257.9% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling