+188.9%
AMAT vs APD
+6.0%
+182.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.2% |
| 7D | -1.5% | -2.2% | +0.7% | -1.9% |
| 30D | -14.8% | +2.1% | -16.9% | -14.6% |
| 3M | -9.3% | +7.2% | -16.4% | -8.8% |
| 6M | +27.4% | +11.2% | +16.1% | +29.1% |
| YTD | +77.6% | +24.4% | +53.2% | +81.0% |
| 1Y | +188.9% | +6.7% | +182.3% | +220.9% |
| All | +188.9% | +6.0% | +182.9% | +220.9% |
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