+167.6%
AMAT vs ACGL
+174.9%
-7.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.0% | +6.1% |
| 7D | +7.0% | -1.4% | +8.3% | +7.0% |
| 30D | -20.6% | +12.4% | -33.0% | -21.3% |
| 3M | -24.8% | +11.1% | -35.9% | -25.4% |
| 6M | -10.7% | +16.3% | -27.1% | -12.6% |
| YTD | +54.3% | +13.8% | +40.5% | +50.9% |
| 1Y | +73.7% | +20.4% | +53.3% | +67.4% |
| 3Y | +168.4% | +33.6% | +134.8% | +142.0% |
| 5Y | +167.6% | +176.8% | -9.3% | +53.1% |
| All | +167.6% | +174.9% | -7.4% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling