+152.3%
ACN vs AMT
+136.5%
+15.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.2% |
| 7D | -3.8% | +1.5% | -5.4% | -4.4% |
| 30D | +16.5% | +6.8% | +9.7% | +13.3% |
| 3M | +41.5% | +11.2% | +30.3% | +34.9% |
| 6M | +60.1% | +12.5% | +47.6% | +52.3% |
| YTD | -3.9% | +12.5% | -16.4% | -9.1% |
| 1Y | +4.1% | +10.1% | -6.0% | -0.8% |
| 3Y | -15.9% | +16.0% | -31.9% | -25.4% |
| 5Y | -26.3% | -17.2% | -9.2% | -23.6% |
| All | +152.3% | +136.5% | +15.9% | +82.4% |
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