+137,736.4%
AMAT vs APD
+6,115.6%
+131,620.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.8% |
| 7D | -1.5% | -2.2% | +0.7% | -0.5% |
| 30D | -14.8% | +2.1% | -16.9% | -15.9% |
| 3M | -9.3% | +7.2% | -16.4% | -13.1% |
| 6M | +27.4% | +11.2% | +16.1% | +19.4% |
| YTD | +77.6% | +24.4% | +53.2% | +56.6% |
| 1Y | +188.9% | +6.7% | +182.3% | +171.5% |
| 3Y | +202.3% | +9.2% | +193.0% | +170.6% |
| 5Y | +248.9% | +27.4% | +221.5% | +189.2% |
| 10Y | +1,585.2% | +164.8% | +1,420.4% | +904.2% |
| All | +137,736.4% | +6,115.6% | +131,620.8% | +17,213.2% |
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