+209.3%
ACN vs AMC
-98.1%
+307.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.3% | -7.6% | -3.4% |
| 7D | -1.5% | +2.3% | -3.8% | -1.6% |
| 30D | +9.4% | -0.7% | +10.1% | +9.4% |
| 3M | +5.6% | +35.2% | -29.6% | +4.5% |
| 6M | -9.3% | +124.6% | -133.8% | -11.4% |
| YTD | -29.0% | +69.9% | -98.8% | -30.3% |
| 1Y | -24.7% | -2.6% | -22.1% | -25.2% |
| 3Y | -39.8% | -79.8% | +39.9% | -39.3% |
| 5Y | -40.9% | -99.4% | +58.5% | -38.0% |
| 10Y | +91.1% | -98.9% | +190.0% | +91.0% |
| All | +209.3% | -98.1% | +307.4% | +149.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling