-92.6%
AMC vs ACI
+34.5%
-127.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.6% | -8.9% | -10.9% |
| 7D | 0.0% | +3.5% | -3.5% | -1.3% |
| 30D | +4.4% | +16.8% | -12.4% | -2.7% |
| 3M | +15.4% | +13.1% | +2.2% | +8.6% |
| 6M | +93.7% | -15.6% | +109.4% | +100.6% |
| YTD | +97.4% | -19.2% | +116.7% | +106.9% |
| 1Y | +23.2% | -20.7% | +43.9% | +30.3% |
| 3Y | -71.3% | -33.4% | -37.9% | -67.9% |
| 5Y | -99.3% | -41.7% | -57.6% | -99.2% |
| All | -92.6% | +34.5% | -127.1% | -96.3% |
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 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