+117.1%
AMAT vs ACM
+1.8%
+115.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.2% | -11.4% | -12.4% |
| 7D | -24.3% | +5.1% | -29.3% | -26.3% |
| 30D | -39.8% | +11.5% | -51.3% | -43.4% |
| 3M | -40.2% | -10.5% | -29.7% | -37.1% |
| 6M | -22.1% | -20.4% | -1.8% | -12.5% |
| YTD | +24.7% | -28.9% | +53.5% | +49.3% |
| 1Y | +33.3% | -48.7% | +82.0% | +102.4% |
| 3Y | +133.9% | -12.5% | +146.4% | +123.1% |
| 5Y | +117.1% | +0.5% | +116.5% | +80.0% |
| All | +117.1% | +1.8% | +115.3% | +80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling