+1,370.8%
AMAT vs ACM
+133.7%
+1,237.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | -2.5% | +6.6% | -9.1% | -5.7% |
| 30D | -26.5% | +19.8% | -46.3% | -33.7% |
| 3M | -28.6% | -3.1% | -25.4% | -28.6% |
| 6M | -14.2% | -11.5% | -2.7% | -10.7% |
| YTD | +45.5% | -24.7% | +70.2% | +65.4% |
| 1Y | +59.3% | -45.1% | +104.4% | +118.6% |
| 3Y | +153.1% | -8.9% | +162.0% | +150.5% |
| 5Y | +158.2% | +5.4% | +152.8% | +134.2% |
| 10Y | +1,370.8% | +131.1% | +1,239.7% | +749.6% |
| All | +1,370.8% | +133.7% | +1,237.1% | +749.6% |
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