+195.7%
AMAT vs APLD
+230.9%
-35.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.7% | -5.5% | +3.3% |
| 7D | -14.7% | -12.7% | -2.0% | -13.6% |
| 30D | -36.1% | -34.7% | -1.4% | -33.6% |
| 3M | -36.9% | -46.1% | +9.3% | -33.4% |
| 6M | -22.2% | -64.9% | +42.7% | -15.4% |
| YTD | +29.9% | -36.6% | +66.5% | +34.3% |
| 1Y | +43.3% | -50.0% | +93.2% | +49.7% |
| 3Y | +142.7% | +190.1% | -47.4% | +110.0% |
| All | +195.7% | +230.9% | -35.1% | +125.8% |
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