+253.9%
AMAT vs APP
+357.9%
-104.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.1% | +3.9% |
| 7D | -1.5% | +0.9% | -2.4% | -1.7% |
| 30D | -14.8% | -23.3% | +8.5% | -10.7% |
| 3M | -9.3% | -42.6% | +33.4% | +0.1% |
| 6M | +27.4% | -33.6% | +61.0% | +34.4% |
| YTD | +77.6% | -52.4% | +130.0% | +97.7% |
| 1Y | +188.9% | -35.9% | +224.8% | +197.9% |
| 3Y | +202.3% | +642.2% | -439.9% | +56.6% |
| 5Y | +248.9% | +311.1% | -62.2% | +87.0% |
| All | +253.9% | +357.9% | -104.1% | +79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling