+7,679.8%
AMAT vs ACGL
+5,010.0%
+2,669.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.7% | -6.0% | -4.1% |
| 7D | -11.2% | +8.0% | -19.2% | -13.3% |
| 30D | -31.9% | +17.3% | -49.2% | -35.2% |
| 3M | -32.3% | +11.2% | -43.6% | -34.8% |
| 6M | -5.4% | +18.2% | -23.6% | -11.4% |
| YTD | +44.3% | +15.4% | +28.9% | +35.2% |
| 1Y | +61.4% | +26.5% | +34.8% | +46.8% |
| 3Y | +170.6% | +36.1% | +134.5% | +134.8% |
| 5Y | +156.4% | +175.9% | -19.5% | +74.6% |
| 10Y | +1,356.4% | +352.4% | +1,003.9% | +757.3% |
| All | +7,679.8% | +5,010.0% | +2,669.8% | +2,983.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling