+156.3%
ACN vs AMT
+116.9%
+39.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -2.5% | +0.4% | -2.9% | -2.7% |
| 30D | +22.6% | +3.7% | +18.9% | +20.8% |
| 3M | +45.9% | +10.7% | +35.2% | +39.4% |
| 6M | +43.8% | +9.3% | +34.6% | +38.5% |
| YTD | -2.5% | +10.9% | -13.4% | -7.2% |
| 1Y | +6.5% | +10.5% | -4.0% | +1.3% |
| 3Y | -14.2% | +15.5% | -29.7% | -23.8% |
| 5Y | -24.4% | -20.6% | -3.8% | -20.1% |
| 10Y | +156.3% | +124.5% | +31.8% | +95.4% |
| All | +156.3% | +116.9% | +39.4% | +95.4% |
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