+153.1%
AMAT vs URA
+41.9%
+111.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.5% | +9.5% | +10.6% |
| 7D | -2.5% | +0.3% | -2.8% | -2.2% |
| 30D | -26.5% | -14.8% | -11.7% | -19.6% |
| 3M | -28.6% | -25.3% | -3.3% | -16.9% |
| 6M | -14.2% | -39.9% | +25.7% | +10.7% |
| YTD | +45.5% | -22.4% | +67.9% | +65.5% |
| 1Y | +59.3% | -29.0% | +88.3% | +87.8% |
| 3Y | +153.1% | +41.0% | +112.1% | +107.9% |
| All | +153.1% | +41.9% | +111.2% | +107.9% |
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