+147.1%
AMAT vs ACN
-26.4%
+173.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -3.0% | -2.8% |
| 7D | +11.4% | -3.8% | +15.2% | +12.1% |
| 30D | -17.0% | +16.5% | -33.6% | -20.3% |
| 3M | -30.6% | +41.5% | -72.1% | -37.2% |
| 6M | -14.9% | +60.1% | -75.0% | -28.7% |
| YTD | +44.7% | -3.9% | +48.6% | +58.5% |
| 1Y | +66.9% | +4.1% | +62.8% | +72.1% |
| 3Y | +153.3% | -15.9% | +169.2% | +186.5% |
| All | +147.1% | -26.4% | +173.5% | +187.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling