+1,587.5%
AMAT vs ACGL
+276.1%
+1,311.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +5.0% |
| 7D | -1.5% | -0.7% | -0.8% | -1.3% |
| 30D | -14.8% | -1.0% | -13.8% | -14.6% |
| 3M | -9.3% | +11.0% | -20.3% | -14.9% |
| 6M | +27.4% | -0.3% | +27.7% | +24.9% |
| YTD | +77.6% | +2.3% | +75.3% | +70.8% |
| 1Y | +188.9% | +6.4% | +182.6% | +170.6% |
| 3Y | +202.3% | +34.0% | +168.3% | +137.5% |
| 5Y | +248.9% | +161.6% | +87.3% | +75.5% |
| All | +1,587.5% | +276.1% | +1,311.4% | +603.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling