+117.1%
AMAT vs ACI
-41.7%
+158.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.6% | -9.9% | -13.9% |
| 7D | -24.3% | +3.5% | -27.8% | -24.0% |
| 30D | -39.8% | +16.8% | -56.6% | -39.0% |
| 3M | -40.2% | +13.1% | -53.3% | -39.5% |
| 6M | -22.1% | -15.6% | -6.5% | -21.3% |
| YTD | +24.7% | -19.2% | +43.9% | +25.8% |
| 1Y | +33.3% | -20.7% | +53.9% | +34.7% |
| 3Y | +133.9% | -33.4% | +167.2% | +139.7% |
| 5Y | +117.1% | -41.7% | +158.7% | +115.5% |
| All | +117.1% | -41.7% | +158.8% | +115.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling