-97.4%
AMC vs ACGL
+511.4%
-608.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.7% | +4.6% | +6.5% |
| 7D | +17.7% | +8.0% | +9.7% | +14.9% |
| 30D | +26.2% | +17.3% | +8.9% | +19.8% |
| 3M | +31.3% | +11.2% | +20.1% | +26.6% |
| 6M | +142.8% | +18.2% | +124.6% | +128.4% |
| YTD | +125.6% | +15.4% | +110.3% | +113.7% |
| 1Y | +40.2% | +26.5% | +13.7% | +28.5% |
| 3Y | -67.2% | +36.1% | -103.2% | -71.8% |
| 5Y | -99.1% | +175.9% | -275.1% | -99.4% |
| 10Y | -98.5% | +352.4% | -451.0% | -99.3% |
| All | -97.4% | +511.4% | -608.8% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling