+61.4%
AMAT vs ACN
+10.1%
+51.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.8% | -7.1% | -1.6% |
| 7D | -11.2% | +8.6% | -19.8% | -7.8% |
| 30D | -31.9% | +36.6% | -68.5% | -21.8% |
| 3M | -32.3% | +56.3% | -88.7% | -16.6% |
| 6M | -5.4% | +49.7% | -55.1% | +26.1% |
| YTD | +44.3% | +1.3% | +42.9% | +100.1% |
| 1Y | +61.4% | +11.9% | +49.4% | +116.0% |
| All | +61.4% | +10.1% | +51.3% | +116.0% |
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