-98.8%
AMC vs ACM
+132.6%
-231.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -3.0% |
| 7D | +3.5% | +5.6% | -2.1% | +0.6% |
| 30D | +12.5% | +20.8% | -8.4% | +1.9% |
| 3M | +23.6% | +11.4% | +12.2% | +16.3% |
| 6M | +144.4% | +0.9% | +143.4% | +138.9% |
| YTD | +108.3% | -24.8% | +133.2% | +137.5% |
| 1Y | +38.9% | -46.4% | +85.3% | +90.8% |
| 3Y | -58.9% | -9.2% | -49.6% | -59.5% |
| 5Y | -99.2% | +5.0% | -104.2% | -99.3% |
| All | -98.8% | +132.6% | -231.4% | -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