+1,162.1%
AMAT vs ACN
+160.5%
+1,001.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +5.0% |
| 7D | -14.7% | +0.9% | -15.6% | -15.3% |
| 30D | -36.1% | +33.5% | -69.6% | -45.3% |
| 3M | -36.9% | +53.5% | -90.3% | -50.9% |
| 6M | -22.2% | +52.2% | -74.4% | -43.5% |
| YTD | +29.9% | -0.1% | +30.0% | +23.6% |
| 1Y | +43.3% | +11.0% | +32.2% | +24.4% |
| 3Y | +142.7% | -11.8% | +154.5% | +139.4% |
| 5Y | +126.2% | -22.8% | +149.0% | +149.5% |
| All | +1,162.1% | +160.5% | +1,001.6% | +429.3% |
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