+1,162.1%
AMAT vs URI
+1,374.0%
-211.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.6% |
| 7D | -14.7% | -9.8% | -4.9% | -9.8% |
| 30D | -36.1% | +1.7% | -37.8% | -36.5% |
| 3M | -36.9% | -9.1% | -27.8% | -33.8% |
| 6M | -22.2% | +9.9% | -32.1% | -25.3% |
| YTD | +29.9% | +31.2% | -1.3% | +10.3% |
| 1Y | +43.3% | +25.9% | +17.3% | +24.2% |
| 3Y | +142.7% | +147.4% | -4.7% | +43.7% |
| 5Y | +126.2% | +179.7% | -53.5% | +21.4% |
| All | +1,162.1% | +1,374.0% | -211.9% | +290.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling