+126.7%
AMAT vs APA
+71.7%
+55.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +3.7% |
| 7D | -14.7% | -15.5% | +0.8% | -12.0% |
| 30D | -36.1% | +2.4% | -38.5% | -36.5% |
| 3M | -36.9% | +22.8% | -59.6% | -39.7% |
| 6M | -22.2% | +17.9% | -40.1% | -25.6% |
| YTD | +29.9% | +87.7% | -57.8% | +8.3% |
| 1Y | +43.3% | +94.2% | -50.9% | +18.0% |
| 3Y | +142.7% | +27.2% | +115.5% | +111.0% |
| All | +126.7% | +71.7% | +55.0% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling