+159,571.9%
AMAT vs APH
+61,451.9%
+98,120.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -47.8% | +47.0% | +24.1% |
| 7D | -5.7% | -48.7% | +43.0% | +19.1% |
| 30D | -14.8% | -51.9% | +37.1% | +11.5% |
| 3M | -9.3% | -43.6% | +34.3% | +10.1% |
| 6M | +27.4% | -37.5% | +64.9% | +45.0% |
| YTD | +77.6% | -38.6% | +116.2% | +102.0% |
| 1Y | +188.9% | -26.3% | +215.3% | +197.2% |
| 3Y | +202.3% | +89.2% | +113.1% | +90.3% |
| 5Y | +248.9% | +119.8% | +129.1% | +109.7% |
| 10Y | +1,585.2% | +454.3% | +1,131.0% | +589.2% |
| All | +159,571.9% | +61,451.9% | +98,120.0% | +13,919.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling