-98.8%
AMC vs ACM
+131.3%
-230.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +8.4% | +5.1% | +3.4% | +5.7% |
| 30D | +9.2% | +18.7% | -9.5% | 0.0% |
| 3M | +32.0% | +15.5% | +16.6% | +21.9% |
| 6M | +149.3% | +1.2% | +148.0% | +143.4% |
| YTD | +114.1% | -25.2% | +139.3% | +144.9% |
| 1Y | +35.8% | -46.3% | +82.1% | +86.1% |
| 3Y | -58.3% | -9.6% | -48.8% | -58.8% |
| 5Y | -99.2% | +4.4% | -103.6% | -99.2% |
| All | -98.8% | +131.3% | -230.1% | -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