+66.0%
AMAT vs ACN
+5.4%
+60.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -4.2% |
| 7D | +19.3% | -5.7% | +25.1% | +16.4% |
| 30D | -17.9% | +17.0% | -35.0% | -11.4% |
| 3M | -30.4% | +39.9% | -70.3% | -18.0% |
| 6M | -11.4% | +50.2% | -61.6% | +16.8% |
| YTD | +48.8% | -4.2% | +52.9% | +100.6% |
| 1Y | +66.0% | +4.3% | +61.7% | +119.1% |
| All | +66.0% | +5.4% | +60.6% | +119.1% |
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