+1,321.9%
AMAT vs APO
+837.1%
+484.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.5% | -3.6% |
| 7D | +11.4% | +5.8% | +5.6% | +8.4% |
| 30D | -17.0% | +8.9% | -25.9% | -20.8% |
| 3M | -30.6% | -13.6% | -17.0% | -25.7% |
| 6M | -14.9% | -5.4% | -9.6% | -13.7% |
| YTD | +44.7% | -13.6% | +58.3% | +51.7% |
| 1Y | +66.9% | -2.5% | +69.4% | +63.7% |
| 3Y | +153.3% | +50.9% | +102.4% | +87.2% |
| 5Y | +146.2% | +81.4% | +64.8% | +59.6% |
| All | +1,321.9% | +837.1% | +484.8% | +369.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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