-98.7%
AMC vs ACGL
+337.7%
-436.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +2.9% |
| 7D | +2.6% | +0.9% | +1.7% | +2.4% |
| 30D | +9.0% | +13.7% | -4.7% | +4.7% |
| 3M | +22.2% | +8.0% | +14.1% | +19.0% |
| 6M | +91.5% | +13.3% | +78.2% | +82.9% |
| YTD | +101.3% | +11.8% | +89.4% | +92.9% |
| 1Y | +20.8% | +22.2% | -1.5% | +12.2% |
| 3Y | -71.3% | +32.5% | -103.8% | -75.0% |
| 5Y | -99.2% | +160.2% | -259.4% | -99.5% |
| All | -98.7% | +337.7% | -436.4% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling