+203.0%
AMAT vs ACI
-38.5%
+241.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -13.4% |
| 3M | -9.3% | -19.8% | +10.5% | -11.7% |
| 6M | +27.4% | -24.7% | +52.1% | +23.1% |
| YTD | +77.6% | -24.4% | +102.0% | +71.8% |
| 1Y | +188.9% | -31.5% | +220.4% | +178.8% |
| All | +203.0% | -38.5% | +241.6% | +197.7% |
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 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