+26.3%
ACI vs AMP
+316.3%
-290.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +0.2% | +0.2% | -0.1% | +0.1% |
| 30D | +5.9% | -0.1% | +6.0% | +5.9% |
| 3M | -19.8% | +23.6% | -43.3% | -22.3% |
| 6M | -24.7% | +20.4% | -45.1% | -26.9% |
| YTD | -24.4% | +15.4% | -39.8% | -26.1% |
| 1Y | -31.5% | +11.0% | -42.5% | -32.7% |
| 3Y | -38.7% | +70.5% | -109.2% | -44.6% |
| 5Y | -42.8% | +121.4% | -164.2% | -51.5% |
| All | +26.3% | +316.3% | -290.0% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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