-61.0%
AMC vs ACI
-33.3%
-27.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.9% | +7.3% | +8.3% |
| 7D | +6.6% | -5.9% | +12.5% | +6.1% |
| 30D | +14.1% | +7.2% | +6.9% | +14.9% |
| 3M | +31.3% | +8.8% | +22.4% | +32.4% |
| 6M | +126.7% | -17.2% | +143.8% | +125.1% |
| YTD | +117.9% | -21.3% | +139.2% | +117.1% |
| 1Y | +41.1% | -23.7% | +64.8% | +40.7% |
| 3Y | -61.0% | -32.8% | -28.1% | -59.1% |
| All | -61.0% | -33.3% | -27.6% | -59.1% |
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