+158.9%
AMAT vs APP
+458.9%
-300.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.9% | -5.6% | +2.4% |
| 7D | -14.7% | +71.2% | -85.9% | -24.4% |
| 30D | -36.1% | +39.1% | -75.2% | -41.0% |
| 3M | -36.9% | +16.5% | -53.4% | -40.0% |
| 6M | -22.2% | -16.6% | -5.6% | -22.5% |
| YTD | +29.9% | -41.9% | +71.9% | +36.5% |
| 1Y | +43.3% | -37.0% | +80.3% | +47.6% |
| 3Y | +142.7% | +892.4% | -749.8% | +16.3% |
| 5Y | +126.2% | +297.3% | -171.1% | +18.1% |
| All | +158.9% | +458.9% | -300.0% | +23.9% |
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