+96,674.4%
AMAT vs APA
+835.7%
+95,838.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.3% | -11.3% | -13.1% |
| 7D | -24.3% | -15.6% | -8.7% | -21.4% |
| 30D | -39.8% | -0.9% | -38.9% | -39.8% |
| 3M | -40.2% | +26.1% | -66.3% | -43.7% |
| 6M | -22.1% | +6.1% | -28.2% | -24.5% |
| YTD | +24.7% | +82.8% | -58.2% | +4.8% |
| 1Y | +33.3% | +106.5% | -73.2% | +8.4% |
| 3Y | +133.9% | +21.9% | +112.0% | +107.7% |
| 5Y | +117.1% | +69.7% | +47.4% | +71.4% |
| 10Y | +1,158.7% | 0.0% | +1,158.7% | +793.7% |
| All | +96,674.4% | +835.7% | +95,838.7% | +44,119.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling