-97.7%
AMC vs ACGL
+510.8%
-608.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.1% | -12.4% | -12.5% |
| 7D | 0.0% | +6.4% | -6.4% | -1.9% |
| 30D | +4.4% | +16.6% | -12.2% | -0.7% |
| 3M | +15.4% | +11.6% | +3.8% | +11.1% |
| 6M | +93.7% | +17.5% | +76.3% | +82.6% |
| YTD | +97.4% | +15.3% | +82.2% | +87.1% |
| 1Y | +23.2% | +26.3% | -3.1% | +13.0% |
| 3Y | -71.3% | +35.9% | -107.2% | -75.3% |
| 5Y | -99.3% | +168.2% | -267.4% | -99.5% |
| 10Y | -98.7% | +352.0% | -450.7% | -99.4% |
| All | -97.7% | +510.8% | -608.6% | -99.0% |
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