+5,927.3%
APD vs AME
+18,709.1%
-12,781.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.6% |
| 7D | -2.2% | +0.6% | -2.8% | -2.5% |
| 30D | +2.1% | -6.7% | +8.8% | +4.8% |
| 3M | +7.2% | +4.1% | +3.1% | +5.2% |
| 6M | +11.2% | +1.6% | +9.7% | +9.7% |
| YTD | +24.4% | +16.1% | +8.2% | +16.1% |
| 1Y | +6.7% | +27.3% | -20.7% | -4.2% |
| 3Y | +9.2% | +50.9% | -41.6% | -9.7% |
| 5Y | +27.4% | +81.4% | -54.0% | -2.2% |
| 10Y | +164.8% | +417.0% | -252.1% | +37.1% |
| All | +5,927.3% | +18,709.1% | -12,781.8% | +1,126.6% |
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