-98.7%
AMC vs ACWI
+219.0%
-317.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +2.0% |
| 7D | +2.6% | -2.4% | +5.0% | +6.6% |
| 30D | +9.0% | -5.2% | +14.2% | +18.1% |
| 3M | +22.2% | -4.8% | +27.0% | +32.0% |
| 6M | +91.5% | -1.3% | +92.8% | +97.9% |
| YTD | +101.3% | +8.4% | +92.9% | +84.7% |
| 1Y | +20.8% | +11.0% | +9.7% | +7.5% |
| 3Y | -71.3% | +70.6% | -141.9% | -85.8% |
| 5Y | -99.2% | +55.3% | -154.6% | -99.6% |
| All | -98.7% | +219.0% | -317.8% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling