+151.4%
ACN vs AMT
+134.0%
+17.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -4.0% | -2.4% | -1.6% | -3.0% |
| 30D | +19.0% | +4.2% | +14.8% | +16.9% |
| 3M | +42.2% | +13.4% | +28.8% | +34.5% |
| 6M | +50.1% | +9.4% | +40.8% | +44.5% |
| YTD | -2.7% | +11.7% | -14.4% | -7.7% |
| 1Y | +7.6% | +7.1% | +0.4% | +3.7% |
| 3Y | -15.9% | +15.1% | -30.9% | -25.1% |
| 5Y | -24.4% | -17.9% | -6.5% | -21.3% |
| 10Y | +151.4% | +133.5% | +17.8% | +82.0% |
| All | +151.4% | +134.0% | +17.4% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling