+148.4%
AMAT vs APP
+408.7%
-260.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +31.0% | -44.6% | -19.2% |
| 7D | -24.3% | +39.7% | -64.0% | -30.2% |
| 30D | -39.8% | +27.7% | -67.5% | -43.6% |
| 3M | -40.2% | -14.8% | -25.4% | -39.8% |
| 6M | -22.1% | -25.5% | +3.4% | -20.7% |
| YTD | +24.7% | -47.2% | +71.8% | +33.3% |
| 1Y | +33.3% | -42.3% | +75.6% | +39.5% |
| 3Y | +133.9% | +806.8% | -672.9% | +14.0% |
| 5Y | +117.1% | +261.6% | -144.6% | +15.3% |
| All | +148.4% | +408.7% | -260.3% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APP.
Daily Out/Under-Performance
Portfolio return minus APP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APP 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 APP 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