+228.1%
AMAT vs AUR
+90.4%
+137.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.7% | +1.3% | +3.5% |
| 7D | +7.0% | +19.2% | -12.2% | +3.9% |
| 30D | -12.2% | -7.8% | -4.4% | -11.3% |
| 3M | -3.8% | +4.0% | -7.8% | -4.7% |
| 6M | +45.9% | +45.0% | +0.9% | +36.6% |
| YTD | +84.6% | +69.5% | +15.1% | +68.8% |
| 1Y | +193.4% | +13.0% | +180.3% | +182.0% |
| 3Y | +228.1% | +90.4% | +137.7% | +159.7% |
| All | +228.1% | +90.4% | +137.7% | +159.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling