+1,587.5%
AMAT vs ACM
+127.0%
+1,460.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | -1.5% | -3.7% | +2.2% | +0.6% |
| 30D | -14.8% | -11.1% | -3.7% | -10.2% |
| 3M | -9.3% | -8.0% | -1.3% | -7.1% |
| 6M | +27.4% | -29.7% | +57.0% | +52.1% |
| YTD | +77.6% | -29.4% | +106.9% | +109.4% |
| 1Y | +188.9% | -46.4% | +235.4% | +300.1% |
| 3Y | +202.3% | -22.3% | +224.6% | +230.0% |
| 5Y | +248.9% | +4.5% | +244.4% | +220.4% |
| All | +1,587.5% | +127.0% | +1,460.5% | +952.0% |
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