+247.2%
AMAT vs URI
+200.7%
+46.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +3.4% |
| 7D | -1.5% | -2.0% | +0.5% | -0.4% |
| 30D | -14.8% | -12.9% | -1.8% | -8.3% |
| 3M | -9.3% | -6.7% | -2.5% | -5.2% |
| 6M | +27.4% | +19.0% | +8.4% | +15.4% |
| YTD | +77.6% | +25.5% | +52.0% | +52.9% |
| 1Y | +188.9% | +5.5% | +183.4% | +173.5% |
| 3Y | +202.3% | +111.3% | +91.0% | +80.9% |
| All | +247.2% | +200.7% | +46.6% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling