+117.1%
AMAT vs ACWI
+55.1%
+62.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.8% | -9.8% | -5.9% |
| 7D | -24.3% | -4.0% | -20.3% | -17.2% |
| 30D | -39.8% | -5.8% | -34.0% | -31.5% |
| 3M | -40.2% | -5.0% | -35.2% | -33.0% |
| 6M | -22.1% | +0.7% | -22.8% | -20.2% |
| YTD | +24.7% | +8.4% | +16.2% | +12.5% |
| 1Y | +33.3% | +10.1% | +23.2% | +17.2% |
| 3Y | +133.9% | +70.8% | +63.1% | -3.6% |
| 5Y | +117.1% | +55.4% | +61.7% | +15.1% |
| All | +117.1% | +55.1% | +62.0% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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