+220.6%
AMAT vs USAR
+74.0%
+146.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.3% |
| 7D | -1.5% | -2.1% | +0.6% | -1.3% |
| 30D | -14.8% | +2.6% | -17.4% | -15.2% |
| 3M | -9.3% | -35.0% | +25.7% | -7.2% |
| 6M | +27.4% | -6.9% | +34.3% | +27.7% |
| YTD | +77.6% | +48.0% | +29.6% | +75.0% |
| 1Y | +188.9% | +24.8% | +164.1% | +184.6% |
| 3Y | +202.3% | +73.2% | +129.0% | +200.5% |
| All | +220.6% | +74.0% | +146.6% | +233.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling