+1,111.0%
AMAT vs URI
+1,357.5%
-246.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.1% | -6.5% | -10.0% |
| 7D | -24.3% | -12.9% | -11.4% | -18.4% |
| 30D | -39.8% | -3.4% | -36.4% | -38.6% |
| 3M | -40.2% | -10.0% | -30.2% | -36.9% |
| 6M | -22.1% | +12.2% | -34.3% | -26.0% |
| YTD | +24.7% | +29.8% | -5.1% | +6.4% |
| 1Y | +33.3% | +24.6% | +8.7% | +16.1% |
| 3Y | +133.9% | +137.6% | -3.7% | +41.3% |
| 5Y | +117.1% | +176.6% | -59.6% | +17.1% |
| All | +1,111.0% | +1,357.5% | -246.5% | +276.7% |
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 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