+3,542.5%
AMAT vs URA
-51.1%
+3,593.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.8% |
| 7D | -11.2% | -10.5% | -0.7% | -6.6% |
| 30D | -31.9% | -18.6% | -13.2% | -25.2% |
| 3M | -32.3% | -23.0% | -9.3% | -24.2% |
| 6M | -5.4% | -40.3% | +34.9% | +19.0% |
| YTD | +44.3% | -23.5% | +67.7% | +61.9% |
| 1Y | +61.4% | -31.1% | +92.5% | +88.9% |
| 3Y | +170.6% | +38.3% | +132.3% | +125.3% |
| 5Y | +156.4% | +34.6% | +121.8% | +108.2% |
| 10Y | +1,356.4% | +285.4% | +1,071.0% | +618.4% |
| All | +3,542.5% | -51.1% | +3,593.6% | +3,095.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling