+5,998.7%
APD vs AME
+18,019.4%
-12,020.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -2.5% |
| 7D | -3.7% | -5.2% | +1.5% | -1.8% |
| 30D | +9.6% | -8.0% | +17.6% | +12.8% |
| 3M | +1.6% | -8.9% | +10.5% | +4.8% |
| 6M | +2.2% | -5.0% | +7.2% | +3.4% |
| YTD | +25.9% | +11.9% | +14.0% | +18.7% |
| 1Y | +20.1% | +16.6% | +3.5% | +11.5% |
| 3Y | +12.4% | +62.5% | -50.1% | -10.3% |
| 5Y | +11.1% | +67.6% | -56.5% | -12.3% |
| 10Y | +190.1% | +450.4% | -260.2% | +46.6% |
| All | +5,998.7% | +18,019.4% | -12,020.7% | +1,153.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling