-91.8%
AMC vs ACI
+32.1%
-123.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.6% |
| 7D | -2.8% | -5.3% | +2.5% | -0.4% |
| 30D | +14.0% | +5.0% | +9.0% | +11.4% |
| 3M | +42.5% | +7.5% | +35.0% | +37.2% |
| 6M | +142.6% | -16.0% | +158.6% | +151.3% |
| YTD | +119.2% | -20.6% | +139.9% | +131.3% |
| 1Y | +40.7% | -23.5% | +64.3% | +51.8% |
| 3Y | -57.3% | -32.1% | -25.2% | -53.2% |
| 5Y | -99.1% | -42.5% | -56.6% | -99.0% |
| All | -91.8% | +32.1% | -123.9% | -95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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