+126.7%
AMAT vs URA
+33.4%
+93.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.2% | +1.9% |
| 7D | -14.7% | -4.1% | -10.6% | -12.5% |
| 30D | -36.1% | -19.0% | -17.1% | -28.3% |
| 3M | -36.9% | -25.1% | -11.7% | -26.7% |
| 6M | -22.2% | -44.5% | +22.3% | +5.0% |
| YTD | +29.9% | -24.3% | +54.2% | +49.2% |
| 1Y | +43.3% | -28.1% | +71.4% | +68.1% |
| 3Y | +142.7% | +40.7% | +102.0% | +90.1% |
| All | +126.7% | +33.4% | +93.3% | +76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling