+61.4%
AMAT vs AUR
-17.4%
+78.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.2% | -2.0% |
| 7D | -11.2% | -19.8% | +8.6% | -6.0% |
| 30D | -31.9% | -29.0% | -2.8% | -25.4% |
| 3M | -32.3% | -43.6% | +11.2% | -21.6% |
| 6M | -5.4% | -36.6% | +31.2% | +5.2% |
| YTD | +44.3% | +6.3% | +38.0% | +38.0% |
| 1Y | +61.4% | -9.0% | +70.4% | +58.6% |
| All | +61.4% | -17.4% | +78.8% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling