-91.6%
AMC vs ACI
+39.5%
-131.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.5% | +3.8% | +5.8% |
| 7D | +17.7% | +4.5% | +13.2% | +15.5% |
| 30D | +26.2% | +20.9% | +5.3% | +15.7% |
| 3M | +31.3% | +15.2% | +16.1% | +22.4% |
| 6M | +142.8% | -13.3% | +156.1% | +148.2% |
| YTD | +125.6% | -16.2% | +141.8% | +132.3% |
| 1Y | +40.2% | -16.9% | +57.1% | +44.8% |
| 3Y | -67.2% | -30.8% | -36.3% | -63.9% |
| 5Y | -99.1% | -39.4% | -59.7% | -99.0% |
| All | -91.6% | +39.5% | -131.1% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling