+1,697.2%
ACN vs AMT
+1,263.9%
+433.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.1% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | +9.4% | +4.6% | +4.7% | +8.3% |
| 3M | +5.6% | -8.4% | +14.1% | +8.0% |
| 6M | -9.3% | -6.0% | -3.2% | -7.9% |
| YTD | -29.0% | +2.1% | -31.1% | -29.3% |
| 1Y | -24.7% | -6.4% | -18.3% | -23.7% |
| 3Y | -39.8% | +8.1% | -47.9% | -42.0% |
| 5Y | -40.9% | -31.9% | -9.0% | -37.1% |
| 10Y | +91.1% | +97.1% | -6.0% | +63.9% |
| All | +1,697.2% | +1,263.9% | +433.4% | +869.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling