+188.9%
AMAT vs ACGL
+4.8%
+184.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +2.5% |
| 7D | -1.5% | -0.7% | -0.8% | -2.2% |
| 30D | -14.8% | -1.0% | -13.8% | -15.4% |
| 3M | -9.3% | +11.0% | -20.3% | 0.0% |
| 6M | +27.4% | -0.3% | +27.7% | +32.5% |
| YTD | +77.6% | +2.3% | +75.3% | +89.6% |
| 1Y | +188.9% | +6.4% | +182.6% | +219.8% |
| All | +188.9% | +4.8% | +184.1% | +219.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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