+129,615.3%
AMAT vs APH
+126,376.5%
+3,238.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.2% | +2.9% | +0.1% |
| 7D | -11.2% | -2.4% | -8.8% | -10.0% |
| 30D | -31.9% | -9.5% | -22.4% | -28.0% |
| 3M | -32.3% | -7.6% | -24.7% | -29.4% |
| 6M | -5.4% | +12.4% | -17.8% | -10.9% |
| YTD | +44.3% | +17.5% | +26.7% | +31.2% |
| 1Y | +61.4% | +16.4% | +45.0% | +47.5% |
| 3Y | +170.6% | +281.6% | -111.0% | +32.6% |
| 5Y | +156.4% | +317.7% | -161.3% | +23.6% |
| 10Y | +1,356.4% | +967.8% | +388.5% | +373.9% |
| All | +129,615.3% | +126,376.5% | +3,238.7% | +8,711.6% |
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 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