-99.1%
AMC vs ACGL
+173.1%
-272.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.8% | +1.6% |
| 7D | +5.5% | +1.3% | +4.2% | +5.2% |
| 30D | +16.1% | +14.2% | +1.9% | +12.7% |
| 3M | +43.0% | +11.1% | +31.9% | +39.4% |
| 6M | +130.7% | +16.4% | +114.3% | +121.8% |
| YTD | +121.8% | +13.8% | +108.0% | +114.4% |
| 1Y | +40.7% | +21.6% | +19.1% | +33.5% |
| 3Y | -56.8% | +33.5% | -90.3% | -62.2% |
| 5Y | -99.1% | +174.8% | -273.9% | -99.6% |
| All | -99.1% | +173.1% | -272.2% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling