+63.8%
AMAT vs USAR
-54.4%
+118.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.6% | +10.1% | +2.9% |
| 7D | -2.5% | -9.1% | +6.6% | -0.2% |
| 30D | -26.5% | -36.9% | +10.4% | -18.6% |
| 3M | -28.6% | -58.4% | +29.8% | -14.0% |
| 6M | -14.2% | -70.6% | +56.4% | +7.9% |
| YTD | +45.5% | -33.4% | +78.9% | +61.6% |
| All | +63.8% | -54.4% | +118.2% | +87.8% |
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