+43.3%
AMAT vs ACGL
+22.6%
+20.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.0% | +7.2% | +0.7% |
| 7D | -14.7% | +0.9% | -15.6% | -13.5% |
| 30D | -36.1% | +13.7% | -49.8% | -25.1% |
| 3M | -36.9% | +8.0% | -44.9% | -29.9% |
| 6M | -22.2% | +13.3% | -35.5% | -6.3% |
| YTD | +29.9% | +11.8% | +18.1% | +58.0% |
| 1Y | +43.3% | +22.2% | +21.0% | +87.3% |
| All | +43.3% | +22.6% | +20.7% | +87.3% |
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 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