+247.2%
AMAT vs USB
+40.0%
+207.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.5% |
| 6M | +27.4% | +18.8% | +8.6% | +17.0% |
| YTD | +77.6% | +21.0% | +56.6% | +61.2% |
| 1Y | +188.9% | +34.0% | +154.9% | +149.9% |
| 3Y | +202.3% | +95.3% | +107.0% | +115.6% |
| All | +247.2% | +40.0% | +207.2% | +197.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling