+501.0%
AMAT vs ACI
+29.9%
+471.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.4% | +7.6% | +4.0% |
| 7D | -14.7% | -2.2% | -12.5% | -14.8% |
| 30D | -36.1% | +10.3% | -46.4% | -35.7% |
| 3M | -36.9% | +7.2% | -44.0% | -36.5% |
| 6M | -22.2% | -18.0% | -4.2% | -21.8% |
| YTD | +29.9% | -22.0% | +51.9% | +30.5% |
| 1Y | +43.3% | -23.4% | +66.6% | +44.0% |
| 3Y | +142.7% | -35.8% | +178.5% | +145.8% |
| 5Y | +126.2% | -43.7% | +169.9% | +127.5% |
| All | +501.0% | +29.9% | +471.1% | +464.3% |
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