-22.1%
AMAT vs APD
+4.3%
-26.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.9% | -10.6% | -14.3% |
| 7D | -24.3% | -0.7% | -23.6% | -24.2% |
| 30D | -39.8% | +10.1% | -49.9% | -37.8% |
| 3M | -40.2% | +4.9% | -45.1% | -39.1% |
| 6M | -22.1% | +2.5% | -24.6% | -16.5% |
| All | -22.1% | +4.3% | -26.4% | -16.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling