+117.1%
AMAT vs APH
+274.6%
-157.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.3% | -4.2% | -5.1% |
| 7D | -24.3% | -12.7% | -11.6% | -14.1% |
| 30D | -39.8% | -19.2% | -20.6% | -26.7% |
| 3M | -40.2% | -16.7% | -23.5% | -29.6% |
| 6M | -22.1% | +5.1% | -27.3% | -25.4% |
| YTD | +24.7% | +6.6% | +18.1% | +11.9% |
| 1Y | +33.3% | +3.9% | +29.4% | +22.0% |
| 3Y | +133.9% | +246.0% | -112.2% | -48.9% |
| 5Y | +117.1% | +268.0% | -150.9% | -54.9% |
| All | +117.1% | +274.6% | -157.5% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling