+169.4%
AMAT vs ACI
-30.9%
+200.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.5% | -6.8% | -2.1% |
| 7D | -11.2% | +4.5% | -15.7% | -9.6% |
| 30D | -31.9% | +20.9% | -52.7% | -27.4% |
| 3M | -32.3% | +15.2% | -47.6% | -28.6% |
| 6M | -5.4% | -13.3% | +7.9% | -4.4% |
| YTD | +44.3% | -16.2% | +60.4% | +45.4% |
| 1Y | +61.4% | -16.9% | +78.2% | +62.5% |
| All | +169.4% | -30.9% | +200.3% | +173.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling