+40.7%
AMC vs ACI
-21.6%
+62.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +2.0% |
| 7D | +5.5% | -0.6% | +6.1% | +5.4% |
| 30D | +16.1% | +9.5% | +6.6% | +17.9% |
| 3M | +43.0% | +10.1% | +32.9% | +45.3% |
| 6M | +130.7% | -15.4% | +146.1% | +127.0% |
| YTD | +121.8% | -19.5% | +141.3% | +119.3% |
| 1Y | +40.7% | -21.0% | +61.6% | +40.9% |
| All | +40.7% | -21.6% | +62.2% | +40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling