+43.3%
AMAT vs URA
-31.4%
+74.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.2% | +1.2% |
| 7D | -14.7% | -4.1% | -10.6% | -11.9% |
| 30D | -36.1% | -19.0% | -17.1% | -26.3% |
| 3M | -36.9% | -25.1% | -11.7% | -24.2% |
| 6M | -22.2% | -44.5% | +22.3% | +9.8% |
| YTD | +29.9% | -24.3% | +54.2% | +50.0% |
| 1Y | +43.3% | -28.1% | +71.4% | +69.6% |
| All | +43.3% | -31.4% | +74.6% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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