+203.0%
AMAT vs URA
+114.7%
+88.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +3.9% |
| 7D | -1.5% | +1.1% | -2.6% | -2.0% |
| 30D | -14.8% | +7.4% | -22.2% | -18.1% |
| 3M | -9.3% | -8.4% | -0.9% | -5.6% |
| 6M | +27.4% | -12.7% | +40.1% | +34.4% |
| YTD | +77.6% | +7.8% | +69.8% | +70.4% |
| 1Y | +188.9% | +19.5% | +169.5% | +161.5% |
| All | +203.0% | +114.7% | +88.3% | +113.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling