+61.4%
AMAT vs URI
+33.3%
+28.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.1% | -1.6% |
| 7D | -11.2% | -4.3% | -6.9% | -9.6% |
| 30D | -31.9% | +4.6% | -36.5% | -33.0% |
| 3M | -32.3% | -2.1% | -30.2% | -31.9% |
| 6M | -5.4% | +21.9% | -27.3% | -8.8% |
| YTD | +44.3% | +39.7% | +4.6% | +28.2% |
| 1Y | +61.4% | +32.9% | +28.5% | +47.7% |
| All | +61.4% | +33.3% | +28.1% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling