+2,427.5%
ACN vs AMT
+1,380.1%
+1,047.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.1% |
| 7D | +0.9% | +0.5% | +0.3% | +0.8% |
| 30D | +33.5% | +13.6% | +19.9% | +29.6% |
| 3M | +53.5% | +11.5% | +42.0% | +49.5% |
| 6M | +52.2% | +6.9% | +45.3% | +50.0% |
| YTD | -0.1% | +10.8% | -10.9% | -2.6% |
| 1Y | +11.0% | +10.3% | +0.7% | +8.3% |
| 3Y | -11.8% | +12.4% | -24.2% | -15.7% |
| 5Y | -22.8% | -20.1% | -2.7% | -20.8% |
| 10Y | +162.4% | +116.8% | +45.6% | +120.0% |
| All | +2,427.5% | +1,380.1% | +1,047.4% | +1,235.9% |
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