+111,876.4%
AMAT vs USB
+8,296.0%
+103,580.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -4.0% |
| 7D | -11.2% | +2.4% | -13.6% | -12.0% |
| 30D | -31.9% | +6.6% | -38.4% | -33.7% |
| 3M | -32.3% | -4.1% | -28.3% | -31.5% |
| 6M | -5.4% | +12.5% | -17.9% | -10.2% |
| YTD | +44.3% | +17.6% | +26.6% | +34.5% |
| 1Y | +61.4% | +36.5% | +24.9% | +42.0% |
| 3Y | +170.6% | +95.4% | +75.2% | +105.1% |
| 5Y | +156.4% | +26.1% | +130.3% | +124.9% |
| 10Y | +1,356.4% | +101.3% | +1,255.1% | +950.5% |
| All | +111,876.4% | +8,296.0% | +103,580.4% | +32,036.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling