+96,674.4%
AMAT vs APD
+6,285.2%
+90,389.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.9% | -10.6% | -12.2% |
| 7D | -24.3% | -0.7% | -23.6% | -24.0% |
| 30D | -39.8% | +10.1% | -49.9% | -42.6% |
| 3M | -40.2% | +4.9% | -45.1% | -41.9% |
| 6M | -22.1% | +2.5% | -24.6% | -24.0% |
| YTD | +24.7% | +27.8% | -3.1% | +8.2% |
| 1Y | +33.3% | +32.9% | +0.4% | +12.3% |
| 3Y | +133.9% | +13.4% | +120.5% | +105.2% |
| 5Y | +117.1% | +12.8% | +104.2% | +90.6% |
| 10Y | +1,158.7% | +194.6% | +964.1% | +612.5% |
| All | +96,674.4% | +6,285.2% | +90,389.2% | +11,861.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling