+59.3%
AMAT vs AUR
+0.7%
+58.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.2% |
| 7D | -2.5% | +6.6% | -9.0% | -4.2% |
| 30D | -26.5% | -22.0% | -4.6% | -21.7% |
| 3M | -28.6% | -34.8% | +6.2% | -20.5% |
| 6M | -14.2% | -35.7% | +21.5% | -5.3% |
| YTD | +45.5% | +18.5% | +27.0% | +35.3% |
| 1Y | +59.3% | +4.4% | +55.0% | +51.2% |
| All | +59.3% | +0.7% | +58.7% | +51.2% |
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