-41.1%
AMAT vs APP
+31.6%
-72.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +31.0% | -44.6% | -6.8% |
| 7D | -24.3% | +39.7% | -64.0% | -19.4% |
| 30D | -39.8% | +27.7% | -67.5% | -34.2% |
| All | -41.1% | +31.6% | -72.7% | -35.4% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling