+1,111.0%
AMAT vs ACGL
+351.1%
+759.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.1% | -13.5% | -13.5% |
| 7D | -24.3% | +6.4% | -30.7% | -26.3% |
| 30D | -39.8% | +16.6% | -56.4% | -43.7% |
| 3M | -40.2% | +11.6% | -51.8% | -43.2% |
| 6M | -22.1% | +17.5% | -39.6% | -29.0% |
| YTD | +24.7% | +15.3% | +9.4% | +13.5% |
| 1Y | +33.3% | +26.3% | +7.0% | +15.8% |
| 3Y | +133.9% | +35.9% | +97.9% | +85.8% |
| 5Y | +117.1% | +168.2% | -51.1% | +9.8% |
| All | +1,111.0% | +351.1% | +759.9% | +448.6% |
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