-9.3%
AMAT vs APH
-43.0%
+33.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -47.8% | +47.0% | +10.4% |
| 7D | -5.7% | -48.7% | +43.0% | +7.4% |
| 30D | -14.8% | -51.9% | +37.1% | +5.1% |
| 3M | -9.3% | -43.6% | +34.3% | -8.9% |
| All | -9.3% | -43.0% | +33.7% | -8.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling