+2,442.6%
AMAT vs ACWI
+347.2%
+2,095.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -5.5% |
| 7D | -11.2% | -0.5% | -10.7% | -10.6% |
| 30D | -31.9% | -1.6% | -30.2% | -30.2% |
| 3M | -32.3% | -1.3% | -31.0% | -30.9% |
| 6M | -5.4% | +5.8% | -11.2% | -10.1% |
| YTD | +44.3% | +12.7% | +31.5% | +27.8% |
| 1Y | +61.4% | +15.0% | +46.4% | +39.8% |
| 3Y | +170.6% | +77.5% | +93.1% | +41.3% |
| 5Y | +156.4% | +61.9% | +94.6% | +57.8% |
| 10Y | +1,356.4% | +236.1% | +1,120.2% | +345.0% |
| All | +2,442.6% | +347.2% | +2,095.5% | +434.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling