+4,383.8%
AMAT vs URA
-31.1%
+4,414.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.0% |
| 7D | -1.5% | +1.1% | -2.6% | -2.0% |
| 30D | -14.8% | +7.4% | -22.2% | -17.7% |
| 3M | -9.3% | -8.4% | -0.9% | -5.4% |
| 6M | +27.4% | -12.7% | +40.1% | +35.0% |
| YTD | +77.6% | +7.8% | +69.8% | +71.1% |
| 1Y | +188.9% | +19.5% | +169.5% | +163.1% |
| 3Y | +202.3% | +116.4% | +85.9% | +105.5% |
| 5Y | +248.9% | +134.3% | +114.6% | +119.9% |
| 10Y | +1,585.2% | +359.3% | +1,226.0% | +654.4% |
| All | +4,383.8% | -31.1% | +4,414.9% | +3,276.7% |
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