+188.9%
AMAT vs ACM
-45.8%
+234.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | -1.5% | -3.7% | +2.2% | -0.8% |
| 30D | -14.8% | -11.1% | -3.7% | -12.0% |
| 3M | -9.3% | -8.0% | -1.3% | -7.3% |
| 6M | +27.4% | -29.7% | +57.0% | +43.8% |
| YTD | +77.6% | -29.4% | +106.9% | +99.0% |
| 1Y | +188.9% | -46.4% | +235.4% | +248.8% |
| All | +188.9% | -45.8% | +234.7% | +248.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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