-67.4%
AMC vs ACI
-40.4%
-27.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.3% |
| 7D | +2.3% | +0.2% | +2.2% | +2.3% |
| 30D | -0.7% | +5.9% | -6.7% | -0.3% |
| 3M | +35.2% | -19.8% | +55.0% | +34.1% |
| 6M | +124.6% | -24.7% | +149.3% | +123.6% |
| YTD | +69.9% | -24.4% | +94.3% | +69.1% |
| 1Y | -2.6% | -31.5% | +28.9% | -2.4% |
| All | -67.4% | -40.4% | -27.0% | -65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling