-99.3%
AMC vs ACM
+1.8%
-101.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.2% | -10.3% | -11.2% |
| 7D | 0.0% | +5.1% | -5.1% | -2.5% |
| 30D | +4.4% | +11.5% | -7.1% | -1.6% |
| 3M | +15.4% | -10.5% | +25.8% | +22.1% |
| 6M | +93.7% | -20.4% | +114.1% | +119.1% |
| YTD | +97.4% | -28.9% | +126.3% | +137.2% |
| 1Y | +23.2% | -48.7% | +71.9% | +84.7% |
| 3Y | -71.3% | -12.5% | -58.8% | -73.8% |
| 5Y | -99.3% | +0.5% | -99.8% | -99.5% |
| All | -99.3% | +1.8% | -101.1% | -99.5% |
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