+134.6%
AMAT vs USAR
-18.7%
+153.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.8% | -6.6% | +3.3% |
| 7D | -14.7% | -14.5% | -0.2% | -13.5% |
| 30D | -36.1% | -37.8% | +1.7% | -33.6% |
| 3M | -36.9% | -52.8% | +15.9% | -33.2% |
| 6M | -22.2% | -71.2% | +49.0% | -15.5% |
| YTD | +29.9% | -30.9% | +60.8% | +35.9% |
| 1Y | +43.3% | -48.0% | +91.3% | +50.6% |
| 3Y | +142.7% | -19.7% | +162.4% | +153.3% |
| All | +134.6% | -18.7% | +153.3% | +158.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling