+1,321.9%
AMAT vs ACGL
+324.4%
+997.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.1% | -2.9% |
| 7D | +11.4% | +2.2% | +9.2% | +10.4% |
| 30D | -17.0% | +12.3% | -29.4% | -21.2% |
| 3M | -30.6% | +11.8% | -42.4% | -34.2% |
| 6M | -14.9% | +17.5% | -32.4% | -22.5% |
| YTD | +44.7% | +14.3% | +30.4% | +32.1% |
| 1Y | +66.9% | +18.2% | +48.7% | +49.8% |
| 3Y | +153.3% | +33.2% | +120.1% | +103.2% |
| 5Y | +146.2% | +174.3% | -28.1% | +22.5% |
| All | +1,321.9% | +324.4% | +997.6% | +500.3% |
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