+73.7%
AMAT vs USAR
-52.4%
+126.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.4% | +1.7% | +5.0% |
| 7D | +7.0% | +0.8% | +6.2% | +6.8% |
| 30D | -20.6% | -30.1% | +9.5% | -14.1% |
| 3M | -24.8% | -56.3% | +31.5% | -10.5% |
| 6M | -10.7% | -68.6% | +57.8% | +10.8% |
| YTD | +54.3% | -30.5% | +84.8% | +69.6% |
| 1Y | +73.7% | -53.5% | +127.2% | +97.1% |
| All | +73.7% | -52.4% | +126.2% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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