-5.4%
AMAT vs APP
-41.8%
+36.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.7% | -14.0% | -3.3% |
| 7D | -11.2% | +4.5% | -15.7% | -11.2% |
| 30D | -31.9% | -3.6% | -28.3% | -32.0% |
| 3M | -32.3% | -35.3% | +2.9% | -32.4% |
| 6M | -5.4% | -42.8% | +37.4% | -2.2% |
| All | -5.4% | -41.8% | +36.4% | -2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling