+2,160.0%
AMAT vs ACN
+2,476.0%
-316.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.8% | -7.1% | -5.1% |
| 7D | -11.2% | +8.6% | -19.8% | -14.9% |
| 30D | -31.9% | +36.6% | -68.5% | -42.2% |
| 3M | -32.3% | +56.3% | -88.7% | -47.5% |
| 6M | -5.4% | +49.7% | -55.1% | -29.9% |
| YTD | +44.3% | +1.3% | +42.9% | +28.4% |
| 1Y | +61.4% | +11.9% | +49.4% | +35.4% |
| 3Y | +170.6% | -10.6% | +181.2% | +151.2% |
| 5Y | +156.4% | -21.3% | +177.8% | +158.1% |
| 10Y | +1,356.4% | +166.2% | +1,190.1% | +700.6% |
| All | +2,160.0% | +2,476.0% | -316.0% | +273.8% |
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