+1,321.9%
AMAT vs APD
+191.9%
+1,130.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +11.4% | +3.8% | +7.5% | +9.1% |
| 30D | -17.0% | +8.2% | -25.2% | -20.8% |
| 3M | -30.6% | +4.3% | -34.9% | -32.7% |
| 6M | -14.9% | +4.7% | -19.6% | -18.5% |
| YTD | +44.7% | +31.5% | +13.1% | +18.6% |
| 1Y | +66.9% | +23.5% | +43.4% | +41.4% |
| 3Y | +153.3% | +29.1% | +124.2% | +95.8% |
| 5Y | +146.2% | +15.9% | +130.3% | +100.5% |
| All | +1,321.9% | +191.9% | +1,130.0% | +418.0% |
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