+66.0%
AMAT vs U
+19.5%
+46.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.6% | -3.6% |
| 7D | +19.3% | +2.8% | +16.5% | +19.1% |
| 30D | -17.9% | +7.6% | -25.6% | -18.3% |
| 3M | -30.4% | +12.7% | -43.1% | -31.2% |
| 6M | -11.4% | +87.0% | -98.4% | -17.1% |
| YTD | +48.8% | +13.6% | +35.2% | +56.2% |
| 1Y | +66.0% | +25.3% | +40.7% | +67.0% |
| All | +66.0% | +19.5% | +46.5% | +67.0% |
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