+231.4%
AMAT vs AUR
-54.0%
+285.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.1% | +5.0% | +5.9% |
| 7D | +7.0% | +12.7% | -5.8% | +5.0% |
| 30D | -20.6% | -18.7% | -1.9% | -18.1% |
| 3M | -24.8% | -33.8% | +9.1% | -20.3% |
| 6M | -10.7% | -36.6% | +25.9% | -5.2% |
| YTD | +54.3% | +19.8% | +34.5% | +48.2% |
| 1Y | +73.7% | +8.0% | +65.7% | +69.0% |
| 3Y | +168.4% | +153.4% | +15.0% | +109.7% |
| 5Y | +167.6% | -54.0% | +221.6% | +119.5% |
| All | +231.4% | -54.0% | +285.4% | +170.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling