-99.4%
AMC vs ACI
-42.9%
-56.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.1% |
| 3M | +35.2% | -19.8% | +55.0% | +36.8% |
| 6M | +124.6% | -24.7% | +149.3% | +128.9% |
| YTD | +69.9% | -24.4% | +94.3% | +72.7% |
| 1Y | -2.6% | -31.5% | +28.9% | +0.4% |
| 3Y | -79.8% | -38.7% | -41.1% | -79.0% |
| All | -99.4% | -42.9% | -56.5% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling