+40.7%
AMC vs ACM
-45.3%
+86.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.0% |
| 7D | -2.8% | +3.0% | -5.8% | -3.8% |
| 30D | +14.0% | +19.7% | -5.7% | +7.8% |
| 3M | +42.5% | +5.3% | +37.2% | +39.2% |
| 6M | +142.6% | -10.8% | +153.3% | +151.4% |
| YTD | +119.2% | -25.1% | +144.3% | +140.2% |
| 1Y | +40.7% | -45.8% | +86.5% | +60.4% |
| All | +40.7% | -45.3% | +86.0% | +60.4% |
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