+111,876.4%
AMAT vs APD
+6,478.8%
+105,397.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -4.2% |
| 7D | -11.2% | +3.8% | -15.0% | -12.9% |
| 30D | -31.9% | +14.1% | -46.0% | -36.3% |
| 3M | -32.3% | +8.2% | -40.5% | -35.4% |
| 6M | -5.4% | +7.5% | -12.9% | -10.0% |
| YTD | +44.3% | +31.7% | +12.6% | +23.2% |
| 1Y | +61.4% | +35.1% | +26.3% | +34.6% |
| 3Y | +170.6% | +16.8% | +153.8% | +133.6% |
| 5Y | +156.4% | +19.4% | +137.1% | +118.7% |
| 10Y | +1,356.4% | +203.5% | +1,152.9% | +711.3% |
| All | +111,876.4% | +6,478.8% | +105,397.6% | +13,518.8% |
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