+43.3%
AMAT vs APD
+24.7%
+18.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +3.9% |
| 7D | -14.7% | -3.7% | -11.0% | -15.3% |
| 30D | -36.1% | +9.6% | -45.7% | -34.8% |
| 3M | -36.9% | +1.6% | -38.5% | -36.3% |
| 6M | -22.2% | +2.2% | -24.4% | -21.8% |
| YTD | +29.9% | +25.9% | +4.1% | +32.2% |
| 1Y | +43.3% | +20.1% | +23.1% | +46.1% |
| All | +43.3% | +24.7% | +18.6% | +46.1% |
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