+304.2%
AMAT vs APLD
+461.1%
-156.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +4.2% |
| 7D | -1.5% | +4.1% | -5.6% | -1.8% |
| 30D | -14.8% | -11.7% | -3.1% | -13.9% |
| 3M | -9.3% | -40.3% | +31.0% | -5.6% |
| 6M | +27.4% | -8.0% | +35.4% | +27.6% |
| YTD | +77.6% | +7.5% | +70.0% | +75.3% |
| 1Y | +188.9% | +84.0% | +104.9% | +174.3% |
| 3Y | +202.3% | +356.2% | -153.9% | +150.1% |
| All | +304.2% | +461.1% | -156.9% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 10y: compounded portfolio wealth divided by compounded APLD 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…
10y analysis · Full analysis span regression · 6 months rolling