+132.8%
AMAT vs ACN
-10.0%
+142.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.3% | -13.9% | -13.5% |
| 7D | -24.3% | +7.3% | -31.5% | -23.5% |
| 30D | -39.8% | +38.2% | -78.0% | -37.5% |
| 3M | -40.2% | +56.6% | -96.7% | -37.1% |
| 6M | -22.1% | +51.1% | -73.2% | -15.1% |
| YTD | +24.7% | +1.7% | +23.0% | +53.5% |
| 1Y | +33.3% | +10.1% | +23.2% | +58.1% |
| All | +132.8% | -10.0% | +142.8% | +152.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling