+613.7%
AMAT vs ACI
+32.1%
+581.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.4% | +7.4% | +6.0% |
| 7D | +7.0% | -5.3% | +12.3% | +6.6% |
| 30D | -20.6% | +5.0% | -25.6% | -20.3% |
| 3M | -24.8% | +7.5% | -32.3% | -24.3% |
| 6M | -10.7% | -16.0% | +5.3% | -10.2% |
| YTD | +54.3% | -20.6% | +74.9% | +55.1% |
| 1Y | +73.7% | -23.5% | +97.3% | +75.0% |
| 3Y | +168.4% | -32.1% | +200.6% | +171.2% |
| 5Y | +167.6% | -42.5% | +210.1% | +169.4% |
| All | +613.7% | +32.1% | +581.5% | +570.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling