-99.3%
AMC vs ACI
-43.3%
-56.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +2.2% |
| 7D | +2.6% | -2.2% | +4.8% | +2.8% |
| 30D | +9.0% | +10.3% | -1.3% | +8.5% |
| 3M | +22.2% | +7.2% | +15.0% | +21.7% |
| 6M | +91.5% | -18.0% | +109.5% | +93.4% |
| YTD | +101.3% | -22.0% | +123.3% | +104.4% |
| 1Y | +20.8% | -23.4% | +44.1% | +23.0% |
| 3Y | -71.3% | -35.8% | -35.5% | -70.2% |
| All | -99.3% | -43.3% | -56.0% | -99.3% |
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