+153.1%
AMAT vs ACM
-7.4%
+160.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -2.5% | +6.6% | -9.1% | -4.7% |
| 30D | -26.5% | +19.8% | -46.3% | -31.4% |
| 3M | -28.6% | -3.1% | -25.4% | -27.8% |
| 6M | -14.2% | -11.5% | -2.7% | -9.7% |
| YTD | +45.5% | -24.7% | +70.2% | +65.8% |
| 1Y | +59.3% | -45.1% | +104.4% | +120.6% |
| 3Y | +153.1% | -8.9% | +162.0% | +146.5% |
| All | +153.1% | -7.4% | +160.5% | +146.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling