+1,162.1%
AMAT vs APD
+185.9%
+976.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +5.1% |
| 7D | -14.7% | -3.7% | -11.0% | -12.7% |
| 30D | -36.1% | +9.6% | -45.7% | -39.6% |
| 3M | -36.9% | +1.6% | -38.5% | -37.9% |
| 6M | -22.2% | +2.2% | -24.4% | -24.5% |
| YTD | +29.9% | +25.9% | +4.1% | +9.2% |
| 1Y | +43.3% | +20.1% | +23.1% | +23.1% |
| 3Y | +142.7% | +12.4% | +130.3% | +104.6% |
| 5Y | +126.2% | +11.1% | +115.1% | +88.4% |
| All | +1,162.1% | +185.9% | +976.2% | +422.4% |
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