-24.7%
ACN vs AMC
-2.6%
-22.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.3% | -7.6% | -3.7% |
| 7D | -1.5% | +2.3% | -3.8% | -1.8% |
| 30D | +9.4% | -0.7% | +10.1% | +9.3% |
| 3M | +5.6% | +35.2% | -29.6% | 0.0% |
| 6M | -9.3% | +124.6% | -133.8% | -20.6% |
| YTD | -29.0% | +69.9% | -98.8% | -36.4% |
| 1Y | -24.7% | -2.6% | -22.1% | -31.3% |
| All | -24.7% | -2.6% | -22.1% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling