+228.3%
AMAT vs APLD
+253.4%
-25.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.7% | +3.5% | -2.7% |
| 7D | -11.2% | -18.5% | +7.3% | -9.6% |
| 30D | -31.9% | -32.8% | +0.9% | -29.5% |
| 3M | -32.3% | -46.9% | +14.5% | -28.6% |
| 6M | -5.4% | -53.4% | +48.0% | +0.5% |
| YTD | +44.3% | -32.3% | +76.5% | +48.1% |
| 1Y | +61.4% | -46.5% | +107.9% | +67.4% |
| 3Y | +170.6% | +204.2% | -33.6% | +132.8% |
| All | +228.3% | +253.4% | -25.1% | +148.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling