+1,853.1%
AMAT vs ACN
+2,484.6%
-631.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.3% | -13.9% | -13.7% |
| 7D | -24.3% | +7.3% | -31.5% | -27.1% |
| 30D | -39.8% | +38.2% | -78.0% | -49.2% |
| 3M | -40.2% | +56.6% | -96.7% | -53.6% |
| 6M | -22.1% | +51.1% | -73.2% | -42.6% |
| YTD | +24.7% | +1.7% | +23.0% | +10.8% |
| 1Y | +33.3% | +10.1% | +23.2% | +12.9% |
| 3Y | +133.9% | -10.3% | +144.2% | +116.7% |
| 5Y | +117.1% | -21.4% | +138.5% | +118.6% |
| 10Y | +1,158.7% | +167.1% | +991.5% | +590.7% |
| All | +1,853.1% | +2,484.6% | -631.5% | +222.5% |
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