+126.7%
AMAT vs U
-66.8%
+193.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.5% | -1.3% | +3.1% |
| 7D | -14.7% | +36.6% | -51.3% | -20.9% |
| 30D | -36.1% | +13.3% | -49.4% | -38.3% |
| 3M | -36.9% | +26.2% | -63.0% | -40.6% |
| 6M | -22.2% | +88.7% | -110.9% | -33.8% |
| YTD | +29.9% | +16.6% | +13.4% | +19.5% |
| 1Y | +43.3% | +29.0% | +14.3% | +28.3% |
| 3Y | +142.7% | +99.5% | +43.2% | +79.8% |
| All | +126.7% | -66.8% | +193.5% | +133.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling