+183.8%
AMAT vs APLD
+201.5%
-17.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -14.7% | +1.1% | -12.2% |
| 7D | -24.3% | -27.0% | +2.7% | -22.0% |
| 30D | -39.8% | -44.1% | +4.3% | -36.5% |
| 3M | -40.2% | -52.6% | +12.4% | -36.1% |
| 6M | -22.1% | -64.5% | +42.4% | -15.3% |
| YTD | +24.7% | -42.2% | +66.9% | +30.1% |
| 1Y | +33.3% | -57.2% | +90.4% | +41.0% |
| 3Y | +133.9% | +159.5% | -25.7% | +104.4% |
| All | +183.8% | +201.5% | -17.7% | +118.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling