+126.7%
AMAT vs APD
+11.0%
+115.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.7% |
| 7D | -14.7% | -3.7% | -11.0% | -13.5% |
| 30D | -36.1% | +9.6% | -45.7% | -38.2% |
| 3M | -36.9% | +1.6% | -38.5% | -37.5% |
| 6M | -22.2% | +2.2% | -24.4% | -23.5% |
| YTD | +29.9% | +25.9% | +4.1% | +16.0% |
| 1Y | +43.3% | +20.1% | +23.1% | +29.9% |
| 3Y | +142.7% | +12.4% | +130.3% | +122.2% |
| All | +126.7% | +11.0% | +115.7% | +80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling