-98.9%
AMC vs ACM
+127.0%
-225.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | +2.3% | -3.7% | +6.1% | +4.3% |
| 30D | -0.7% | -11.1% | +10.4% | +4.6% |
| 3M | +35.2% | -8.0% | +43.2% | +38.8% |
| 6M | +124.6% | -29.7% | +154.2% | +166.1% |
| YTD | +69.9% | -29.4% | +99.2% | +99.1% |
| 1Y | -2.6% | -46.4% | +43.9% | +31.4% |
| 3Y | -79.8% | -22.3% | -57.4% | -78.1% |
| 5Y | -99.4% | +4.5% | -103.9% | -99.4% |
| All | -98.9% | +127.0% | -225.9% | -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