+132.8%
AMAT vs URA
+30.2%
+102.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.3% | -8.3% | -10.8% |
| 7D | -24.3% | -13.3% | -11.0% | -18.0% |
| 30D | -39.8% | -25.9% | -13.9% | -29.3% |
| 3M | -40.2% | -27.8% | -12.4% | -29.2% |
| 6M | -22.1% | -42.8% | +20.7% | +3.1% |
| YTD | +24.7% | -27.5% | +52.2% | +46.9% |
| 1Y | +33.3% | -35.1% | +68.4% | +64.2% |
| All | +132.8% | +30.2% | +102.6% | +100.4% |
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