-40.6%
ACN vs AMT
-31.6%
-9.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.9% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | +9.4% | +4.6% | +4.7% | +7.7% |
| 3M | +5.6% | -8.4% | +14.1% | +8.8% |
| 6M | -9.3% | -6.0% | -3.2% | -7.4% |
| YTD | -29.0% | +2.1% | -31.1% | -29.5% |
| 1Y | -24.7% | -6.4% | -18.3% | -23.4% |
| 3Y | -39.8% | +8.1% | -47.9% | -44.9% |
| All | -40.6% | -31.6% | -9.0% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling