+188.3%
AMAT vs AUR
+13.8%
+174.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +6.9% | +11.1% | -4.2% | +3.7% |
| 30D | -10.1% | -6.9% | -3.2% | -8.6% |
| 3M | -6.0% | +5.5% | -11.5% | -7.8% |
| 6M | +38.6% | +41.0% | -2.3% | +23.6% |
| YTD | +83.1% | +69.3% | +13.8% | +54.1% |
| 1Y | +188.3% | +14.0% | +174.3% | +170.1% |
| All | +188.3% | +13.8% | +174.5% | +170.1% |
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