+40.2%
AMC vs ACM
-46.6%
+86.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.9% | +4.4% | +6.4% |
| 7D | +17.7% | +9.5% | +8.2% | +14.5% |
| 30D | +26.2% | +14.7% | +11.4% | +21.1% |
| 3M | +31.3% | -9.5% | +40.8% | +35.5% |
| 6M | +142.8% | -18.0% | +160.8% | +159.0% |
| YTD | +125.6% | -27.3% | +152.9% | +148.6% |
| 1Y | +40.2% | -47.0% | +87.2% | +55.3% |
| All | +40.2% | -46.6% | +86.8% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling