+1,111.0%
AMAT vs APH
+855.3%
+255.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.3% | -4.2% | -4.4% |
| 7D | -24.3% | -12.7% | -11.6% | -13.2% |
| 30D | -39.8% | -19.2% | -20.6% | -25.5% |
| 3M | -40.2% | -16.7% | -23.5% | -28.7% |
| 6M | -22.1% | +5.1% | -27.3% | -26.5% |
| YTD | +24.7% | +6.6% | +18.1% | +10.2% |
| 1Y | +33.3% | +3.9% | +29.4% | +20.2% |
| 3Y | +133.9% | +246.0% | -112.2% | -47.6% |
| 5Y | +117.1% | +268.0% | -150.9% | -53.8% |
| All | +1,111.0% | +855.3% | +255.7% | -6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling