-11.8%
ACN vs AMC
-71.5%
+59.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.8% |
| 7D | +0.9% | +2.6% | -1.7% | +0.7% |
| 30D | +33.5% | +9.0% | +24.5% | +32.9% |
| 3M | +53.5% | +22.2% | +31.3% | +51.5% |
| 6M | +52.2% | +91.5% | -39.2% | +45.2% |
| YTD | -0.1% | +101.3% | -101.4% | -5.4% |
| 1Y | +11.0% | +20.8% | -9.7% | +7.1% |
| 3Y | -11.8% | -71.3% | +59.5% | -11.3% |
| All | -11.8% | -71.5% | +59.7% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling