+188.9%
AMAT vs ACI
-32.3%
+221.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.2% |
| 7D | -1.5% | +0.2% | -1.7% | -1.4% |
| 30D | -14.8% | +5.9% | -20.7% | -12.6% |
| 3M | -9.3% | -19.8% | +10.5% | -13.5% |
| 6M | +27.4% | -24.7% | +52.1% | +19.6% |
| YTD | +77.6% | -24.4% | +102.0% | +67.6% |
| 1Y | +188.9% | -31.5% | +220.4% | +178.5% |
| All | +188.9% | -32.3% | +221.3% | +178.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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