+117.1%
AMAT vs U
-67.9%
+185.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +14.9% | -28.5% | -16.7% |
| 7D | -24.3% | +24.3% | -48.6% | -28.3% |
| 30D | -39.8% | +8.6% | -48.4% | -41.4% |
| 3M | -40.2% | +37.6% | -77.8% | -45.0% |
| 6M | -22.1% | +78.5% | -100.6% | -32.9% |
| YTD | +24.7% | +10.5% | +14.2% | +15.9% |
| 1Y | +33.3% | +15.2% | +18.1% | +22.4% |
| 3Y | +133.9% | +76.6% | +57.3% | +78.3% |
| 5Y | +117.1% | -67.9% | +184.9% | +121.8% |
| All | +117.1% | -67.9% | +185.0% | +121.8% |
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