-5.4%
AMAT vs APH
+10.5%
-15.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.2% | +2.9% | +1.8% |
| 7D | -11.2% | -2.4% | -8.8% | -9.5% |
| 30D | -31.9% | -9.5% | -22.4% | -26.2% |
| 3M | -32.3% | -7.6% | -24.7% | -27.9% |
| 6M | -5.4% | +12.4% | -17.8% | -5.6% |
| All | -5.4% | +10.5% | -15.9% | -5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling