+188.9%
AMAT vs ACN
-24.8%
+213.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.3% | +7.6% | +2.9% |
| 7D | -1.5% | -1.5% | 0.0% | -2.1% |
| 30D | -14.8% | +9.4% | -24.2% | -11.1% |
| 3M | -9.3% | +5.6% | -14.9% | +2.0% |
| 6M | +27.4% | -9.3% | +36.6% | +43.4% |
| YTD | +77.6% | -29.0% | +106.5% | +109.5% |
| 1Y | +188.9% | -24.7% | +213.6% | +238.4% |
| All | +188.9% | -24.8% | +213.7% | +238.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 1y: compounded portfolio wealth divided by compounded ACN 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…
1y analysis · Full analysis span regression · 6 months rolling