-98.7%
AMC vs ACM
+155.0%
-253.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +2.6% | +5.4% | -2.8% | +0.1% |
| 30D | +9.0% | +15.1% | -6.1% | +1.6% |
| 3M | +22.2% | -10.5% | +32.6% | +28.3% |
| 6M | +91.5% | -19.7% | +111.2% | +111.3% |
| YTD | +101.3% | -28.8% | +130.1% | +135.1% |
| 1Y | +20.8% | -47.9% | +68.6% | +66.1% |
| 3Y | -71.3% | -12.4% | -59.0% | -71.2% |
| 5Y | -99.2% | +0.6% | -99.8% | -99.3% |
| All | -98.7% | +155.0% | -253.7% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling