+1,315.3%
AMAT vs APD
+192.6%
+1,122.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.0% | +9.3% | +10.2% |
| 7D | -1.1% | -1.6% | +0.5% | +0.1% |
| 30D | -26.9% | +10.6% | -37.5% | -31.2% |
| 3M | -31.2% | +2.5% | -33.7% | -32.6% |
| 6M | -14.7% | +6.0% | -20.7% | -18.9% |
| YTD | +44.7% | +28.4% | +16.3% | +20.3% |
| 1Y | +62.0% | +22.2% | +39.8% | +38.0% |
| 3Y | +165.0% | +26.6% | +138.4% | +107.3% |
| 5Y | +147.1% | +11.8% | +135.3% | +106.1% |
| 10Y | +1,315.3% | +187.8% | +1,127.5% | +472.7% |
| All | +1,315.3% | +192.6% | +1,122.7% | +472.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling