+147.1%
AMAT vs ACN
-24.3%
+171.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -2.4% | +13.7% | +11.8% |
| 7D | -1.1% | -2.5% | +1.5% | -0.7% |
| 30D | -26.9% | +22.6% | -49.6% | -30.6% |
| 3M | -31.2% | +45.9% | -77.1% | -38.2% |
| 6M | -14.7% | +43.8% | -58.5% | -24.1% |
| YTD | +44.7% | -2.5% | +47.2% | +58.1% |
| 1Y | +62.0% | +6.5% | +55.5% | +65.6% |
| 3Y | +165.0% | -14.2% | +179.1% | +197.7% |
| 5Y | +147.1% | -24.4% | +171.5% | +184.9% |
| All | +147.1% | -24.3% | +171.4% | +184.9% |
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