+1,362.0%
AMAT vs ACN
+147.7%
+1,214.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -2.9% |
| 7D | +19.3% | -5.7% | +25.1% | +22.3% |
| 30D | -17.9% | +17.0% | -35.0% | -25.2% |
| 3M | -30.4% | +39.9% | -70.3% | -43.5% |
| 6M | -11.4% | +50.2% | -61.6% | -35.7% |
| YTD | +48.8% | -4.2% | +52.9% | +43.9% |
| 1Y | +66.0% | +4.3% | +61.7% | +49.2% |
| 3Y | +158.8% | -17.1% | +175.9% | +164.5% |
| 5Y | +153.2% | -26.5% | +179.7% | +185.9% |
| All | +1,362.0% | +147.7% | +1,214.3% | +484.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling