-99.1%
AMC vs ACM
+3.6%
-102.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.2% | +3.1% | +5.2% |
| 7D | +6.6% | +6.9% | -0.3% | +2.9% |
| 30D | +14.1% | +19.1% | -5.0% | +3.6% |
| 3M | +31.3% | -6.9% | +38.2% | +36.0% |
| 6M | +126.7% | -12.0% | +138.7% | +140.9% |
| YTD | +117.9% | -25.1% | +143.1% | +154.3% |
| 1Y | +41.1% | -45.4% | +86.5% | +103.7% |
| 3Y | -61.0% | -6.9% | -54.1% | -65.8% |
| 5Y | -99.1% | +3.7% | -102.9% | -99.4% |
| All | -99.1% | +3.6% | -102.7% | -99.4% |
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 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