+1,315.3%
AMAT vs ACGL
+332.3%
+982.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.8% | +10.6% | +11.1% |
| 7D | -1.1% | -1.1% | 0.0% | -0.7% |
| 30D | -26.9% | +13.1% | -40.0% | -30.8% |
| 3M | -31.2% | +9.8% | -41.0% | -34.3% |
| 6M | -14.7% | +15.3% | -30.0% | -21.7% |
| YTD | +44.7% | +12.7% | +32.0% | +32.9% |
| 1Y | +62.0% | +20.7% | +41.2% | +43.6% |
| 3Y | +165.0% | +34.3% | +130.7% | +111.0% |
| 5Y | +147.1% | +170.6% | -23.5% | +23.7% |
| 10Y | +1,315.3% | +330.6% | +984.7% | +524.1% |
| All | +1,315.3% | +332.3% | +982.9% | +524.1% |
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