+1,162.1%
AMAT vs ACM
+155.0%
+1,007.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | -14.7% | +5.4% | -20.1% | -17.2% |
| 30D | -36.1% | +15.1% | -51.2% | -41.0% |
| 3M | -36.9% | -10.5% | -26.4% | -34.1% |
| 6M | -22.2% | -19.7% | -2.5% | -14.6% |
| YTD | +29.9% | -28.8% | +58.8% | +51.8% |
| 1Y | +43.3% | -47.9% | +91.1% | +100.6% |
| 3Y | +142.7% | -12.4% | +155.0% | +145.4% |
| 5Y | +126.2% | +0.6% | +125.7% | +111.4% |
| All | +1,162.1% | +155.0% | +1,007.1% | +689.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling