-22.5%
ACN vs AMT
-20.2%
-2.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -0.9% |
| 7D | +0.9% | +0.5% | +0.3% | +0.7% |
| 30D | +33.5% | +13.6% | +19.9% | +27.8% |
| 3M | +53.5% | +11.5% | +42.0% | +47.7% |
| 6M | +52.2% | +6.9% | +45.3% | +48.8% |
| YTD | -0.1% | +10.8% | -10.9% | -3.7% |
| 1Y | +11.0% | +10.3% | +0.7% | +7.0% |
| 3Y | -11.8% | +12.4% | -24.2% | -19.8% |
| All | -22.5% | -20.2% | -2.3% | -15.4% |
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 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