+61.4%
AMAT vs APD
+36.4%
+25.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -2.8% |
| 7D | -11.2% | +3.8% | -15.0% | -10.3% |
| 30D | -31.9% | +14.1% | -46.0% | -29.6% |
| 3M | -32.3% | +8.2% | -40.5% | -30.8% |
| 6M | -5.4% | +7.5% | -12.9% | -3.7% |
| YTD | +44.3% | +31.7% | +12.6% | +52.2% |
| 1Y | +61.4% | +35.1% | +26.3% | +74.6% |
| All | +61.4% | +36.4% | +25.0% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling