-98.1%
AMC vs ACGL
+441.9%
-540.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.1% | +4.9% |
| 7D | +2.3% | -0.7% | +3.1% | +2.5% |
| 30D | -0.7% | -1.0% | +0.3% | -0.6% |
| 3M | +35.2% | +11.0% | +24.2% | +30.0% |
| 6M | +124.6% | -0.3% | +124.9% | +123.7% |
| YTD | +69.9% | +2.3% | +67.6% | +67.5% |
| 1Y | -2.6% | +6.4% | -8.9% | -5.7% |
| 3Y | -79.8% | +34.0% | -113.7% | -82.8% |
| 5Y | -99.4% | +161.6% | -261.0% | -99.6% |
| 10Y | -98.9% | +278.6% | -377.5% | -99.4% |
| All | -98.1% | +441.9% | -540.0% | -99.1% |
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