+59.3%
AMAT vs APD
+22.2%
+37.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.6% |
| 7D | -2.5% | -0.2% | -2.2% | -2.5% |
| 30D | -26.5% | +11.0% | -37.5% | -24.9% |
| 3M | -28.6% | +1.3% | -29.9% | -27.9% |
| 6M | -14.2% | +6.4% | -20.6% | -13.3% |
| YTD | +45.5% | +28.9% | +16.6% | +48.3% |
| 1Y | +59.3% | +23.2% | +36.1% | +63.1% |
| All | +59.3% | +22.2% | +37.1% | +63.1% |
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