+2,681.9%
AMAT vs ACN
+1,705.6%
+976.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.3% | +7.6% | +5.9% |
| 7D | -1.5% | -1.5% | 0.0% | -0.9% |
| 30D | -14.8% | +9.4% | -24.2% | -19.0% |
| 3M | -9.3% | +5.6% | -14.9% | -16.9% |
| 6M | +27.4% | -9.3% | +36.6% | +23.3% |
| YTD | +77.6% | -29.0% | +106.5% | +93.4% |
| 1Y | +188.9% | -24.7% | +213.6% | +202.2% |
| 3Y | +202.3% | -39.8% | +242.1% | +250.7% |
| 5Y | +248.9% | -40.9% | +289.8% | +314.0% |
| 10Y | +1,585.2% | +91.1% | +1,494.1% | +1,018.8% |
| All | +2,681.9% | +1,705.6% | +976.3% | +462.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling