+188.9%
AMAT vs USB
+35.1%
+153.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | -1.5% | +1.4% | -2.9% | -2.2% |
| 30D | -14.8% | -1.3% | -13.5% | -14.3% |
| 3M | -9.3% | +15.2% | -24.5% | -15.9% |
| 6M | +27.4% | +18.8% | +8.6% | +15.2% |
| YTD | +77.6% | +21.0% | +56.6% | +56.6% |
| 1Y | +188.9% | +34.0% | +154.9% | +140.0% |
| All | +188.9% | +35.1% | +153.8% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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