+125.1%
AMAT vs USAR
-26.7%
+151.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.5% | -4.1% | -12.7% |
| 7D | -24.3% | -29.5% | +5.2% | -21.9% |
| 30D | -39.8% | -46.0% | +6.2% | -36.7% |
| 3M | -40.2% | -56.8% | +16.6% | -36.2% |
| 6M | -22.1% | -72.9% | +50.8% | -14.8% |
| YTD | +24.7% | -37.6% | +62.3% | +31.6% |
| 1Y | +33.3% | -56.0% | +89.3% | +41.6% |
| 3Y | +133.9% | -27.5% | +161.4% | +146.4% |
| All | +125.1% | -26.7% | +151.8% | +150.7% |
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