+33.3%
AMAT vs APLD
-54.5%
+87.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -14.7% | +1.1% | -9.0% |
| 7D | -24.3% | -27.0% | +2.7% | -16.6% |
| 30D | -39.8% | -44.1% | +4.3% | -28.6% |
| 3M | -40.2% | -52.6% | +12.4% | -26.1% |
| 6M | -22.1% | -64.5% | +42.4% | +1.0% |
| YTD | +24.7% | -42.2% | +66.9% | +41.7% |
| 1Y | +33.3% | -57.2% | +90.4% | +59.4% |
| All | +33.3% | -54.5% | +87.8% | +59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling