+61.4%
AMAT vs U
+17.5%
+43.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.9% | -8.2% | -3.9% |
| 7D | -11.2% | +7.5% | -18.7% | -12.1% |
| 30D | -31.9% | -7.0% | -24.8% | -31.3% |
| 3M | -32.3% | +20.6% | -52.9% | -34.0% |
| 6M | -5.4% | +53.2% | -58.6% | -10.7% |
| YTD | +44.3% | -3.9% | +48.1% | +51.4% |
| 1Y | +61.4% | +18.4% | +43.0% | +55.1% |
| All | +61.4% | +17.5% | +43.8% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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