-16.0%
ACN vs AMT
+15.8%
-31.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.4% |
| 7D | -5.7% | -2.2% | -3.6% | -5.3% |
| 30D | +17.0% | +5.8% | +11.3% | +15.8% |
| 3M | +39.9% | +12.6% | +27.3% | +36.9% |
| 6M | +50.2% | +8.3% | +41.9% | +48.1% |
| YTD | -4.2% | +11.4% | -15.6% | -5.7% |
| 1Y | +4.3% | +7.7% | -3.4% | +2.8% |
| All | -16.0% | +15.8% | -31.8% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling