+43.3%
AMAT vs APH
+7.8%
+35.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +1.2% |
| 7D | -14.7% | -5.9% | -8.8% | -10.6% |
| 30D | -36.1% | -14.8% | -21.3% | -28.1% |
| 3M | -36.9% | -12.4% | -24.4% | -30.4% |
| 6M | -22.2% | +8.1% | -30.3% | -23.0% |
| YTD | +29.9% | +10.9% | +19.0% | +17.6% |
| 1Y | +43.3% | +8.8% | +34.5% | +31.4% |
| All | +43.3% | +7.8% | +35.5% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling