+147.1%
AMAT vs ACI
-41.1%
+188.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.9% | +10.4% | +11.5% |
| 7D | -1.1% | -5.9% | +4.8% | -1.6% |
| 30D | -26.9% | +7.2% | -34.1% | -26.4% |
| 3M | -31.2% | +8.8% | -40.0% | -30.6% |
| 6M | -14.7% | -17.2% | +2.5% | -14.1% |
| YTD | +44.7% | -21.3% | +66.0% | +45.7% |
| 1Y | +62.0% | -23.7% | +85.7% | +63.5% |
| 3Y | +165.0% | -32.8% | +197.8% | +169.1% |
| 5Y | +147.1% | -41.4% | +188.5% | +145.9% |
| All | +147.1% | -41.1% | +188.2% | +145.9% |
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 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