-99.4%
AMC vs ACM
+5.0%
-104.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | +2.3% | -3.7% | +6.1% | +4.5% |
| 30D | -0.7% | -11.1% | +10.4% | +5.4% |
| 3M | +35.2% | -8.0% | +43.2% | +39.3% |
| 6M | +124.6% | -29.7% | +154.2% | +174.8% |
| YTD | +69.9% | -29.4% | +99.2% | +104.6% |
| 1Y | -2.6% | -46.4% | +43.9% | +40.0% |
| 3Y | -79.8% | -22.3% | -57.4% | -79.0% |
| All | -99.4% | +5.0% | -104.4% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling