+281.4%
AMAT vs AUR
-36.6%
+318.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.3% |
| 7D | -1.5% | +8.7% | -10.3% | -2.9% |
| 30D | -14.8% | -5.2% | -9.6% | -14.3% |
| 3M | -9.3% | -7.3% | -2.0% | -8.5% |
| 6M | +27.4% | +41.2% | -13.8% | +19.8% |
| YTD | +77.6% | +65.1% | +12.5% | +63.0% |
| 1Y | +188.9% | +13.4% | +175.5% | +178.3% |
| 3Y | +202.3% | +98.1% | +104.2% | +142.9% |
| 5Y | +248.9% | -36.0% | +284.9% | +169.3% |
| All | +281.4% | -36.6% | +318.0% | +197.0% |
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