+1,587.5%
AMAT vs APH
+1,060.9%
+526.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.5% |
| 7D | -1.5% | +5.0% | -6.5% | -6.4% |
| 30D | -14.8% | -3.9% | -10.9% | -11.8% |
| 3M | -9.3% | +13.0% | -22.2% | -18.8% |
| 6M | +27.4% | +25.2% | +2.2% | +0.1% |
| YTD | +77.6% | +22.9% | +54.6% | +36.3% |
| 1Y | +188.9% | +47.8% | +141.1% | +79.1% |
| 3Y | +202.3% | +283.0% | -80.7% | -38.3% |
| 5Y | +248.9% | +349.7% | -100.8% | -39.4% |
| All | +1,587.5% | +1,060.9% | +526.6% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded APH 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling