-98.7%
AMC vs ACGL
+332.3%
-431.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.8% | +7.5% | +8.0% |
| 7D | +6.6% | -1.1% | +7.7% | +6.9% |
| 30D | +14.1% | +13.1% | +1.0% | +9.8% |
| 3M | +31.3% | +9.8% | +21.5% | +27.2% |
| 6M | +126.7% | +15.3% | +111.4% | +115.4% |
| YTD | +117.9% | +12.7% | +105.2% | +108.4% |
| 1Y | +41.1% | +20.7% | +20.4% | +31.8% |
| 3Y | -61.0% | +34.3% | -95.3% | -66.1% |
| 5Y | -99.1% | +170.6% | -269.7% | -99.5% |
| 10Y | -98.7% | +330.6% | -429.3% | -99.3% |
| All | -98.7% | +332.3% | -431.0% | -99.3% |
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