+1,587.5%
AMAT vs APH
+454.1%
+1,133.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -47.8% | +47.0% | +36.3% |
| 7D | -5.7% | -48.7% | +43.0% | +31.9% |
| 30D | -14.8% | -51.9% | +37.1% | +26.8% |
| 3M | -9.3% | -43.6% | +34.3% | +16.8% |
| 6M | +27.4% | -37.5% | +64.9% | +44.2% |
| YTD | +77.6% | -38.6% | +116.2% | +96.3% |
| 1Y | +188.9% | -26.3% | +215.3% | +158.4% |
| 3Y | +202.3% | +89.2% | +113.1% | -10.1% |
| 5Y | +248.9% | +119.8% | +129.1% | -10.6% |
| All | +1,587.5% | +454.1% | +1,133.4% | +64.8% |
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 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