+1,370.8%
AMAT vs APA
+0.4%
+1,370.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | +0.3% |
| 7D | -2.5% | -5.5% | +3.1% | -1.3% |
| 30D | -26.5% | -1.2% | -25.4% | -26.5% |
| 3M | -28.6% | +10.6% | -39.1% | -30.4% |
| 6M | -14.2% | +28.4% | -42.7% | -19.7% |
| YTD | +45.5% | +89.7% | -44.3% | +22.9% |
| 1Y | +59.3% | +90.6% | -31.3% | +34.2% |
| 3Y | +153.1% | +36.9% | +116.2% | +120.6% |
| 5Y | +158.2% | +83.2% | +74.9% | +104.1% |
| 10Y | +1,370.8% | -0.1% | +1,370.9% | +921.2% |
| All | +1,370.8% | +0.4% | +1,370.4% | +921.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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