-97.7%
AMC vs ACM
+152.5%
-250.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.2% | -10.3% | -11.5% |
| 7D | 0.0% | +5.1% | -5.1% | -2.1% |
| 30D | +4.4% | +11.5% | -7.1% | -0.7% |
| 3M | +15.4% | -10.5% | +25.8% | +20.7% |
| 6M | +93.7% | -20.4% | +114.1% | +113.0% |
| YTD | +97.4% | -28.9% | +126.3% | +127.9% |
| 1Y | +23.2% | -48.7% | +71.9% | +66.3% |
| 3Y | -71.3% | -12.5% | -58.8% | -70.9% |
| 5Y | -99.3% | +0.5% | -99.8% | -99.3% |
| 10Y | -98.7% | +161.2% | -259.9% | -99.2% |
| All | -97.7% | +152.5% | -250.2% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling