+43.3%
AMAT vs USAR
-51.6%
+94.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.8% | -6.6% | +1.7% |
| 7D | -14.7% | -14.5% | -0.2% | -11.6% |
| 30D | -36.1% | -37.8% | +1.7% | -29.2% |
| 3M | -36.9% | -52.8% | +15.9% | -26.5% |
| 6M | -22.2% | -71.2% | +49.0% | -2.9% |
| YTD | +29.9% | -30.9% | +60.8% | +44.1% |
| 1Y | +43.3% | -48.0% | +91.3% | +61.3% |
| All | +43.3% | -51.6% | +94.8% | +61.3% |
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