+59.3%
AMAT vs ACI
-21.6%
+80.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | +1.6% |
| 7D | -2.5% | -0.6% | -1.9% | -2.8% |
| 30D | -26.5% | +9.5% | -36.1% | -22.6% |
| 3M | -28.6% | +10.1% | -38.7% | -24.0% |
| 6M | -14.2% | -15.4% | +1.1% | -15.8% |
| YTD | +45.5% | -19.5% | +65.0% | +42.1% |
| 1Y | +59.3% | -21.0% | +80.3% | +55.6% |
| All | +59.3% | -21.6% | +80.9% | +55.6% |
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