+1,162.1%
AMAT vs APH
+894.6%
+267.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +0.2% |
| 7D | -14.7% | -5.9% | -8.8% | -9.3% |
| 30D | -36.1% | -14.8% | -21.3% | -25.0% |
| 3M | -36.9% | -12.4% | -24.4% | -28.4% |
| 6M | -22.2% | +8.1% | -30.3% | -28.5% |
| YTD | +29.9% | +10.9% | +19.0% | +10.3% |
| 1Y | +43.3% | +8.8% | +34.5% | +23.4% |
| 3Y | +142.7% | +262.1% | -119.4% | -48.1% |
| 5Y | +126.2% | +283.1% | -156.9% | -53.7% |
| All | +1,162.1% | +894.6% | +267.5% | -6.5% |
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