-98.1%
AMC vs ACWI
+273.1%
-371.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.4% | +4.4% |
| 7D | +2.3% | +0.5% | +1.8% | +1.6% |
| 30D | -0.7% | +0.9% | -1.6% | -1.7% |
| 3M | +35.2% | +2.4% | +32.8% | +31.2% |
| 6M | +124.6% | +12.4% | +112.2% | +96.0% |
| YTD | +69.9% | +15.2% | +54.7% | +43.9% |
| 1Y | -2.6% | +22.7% | -25.3% | -23.8% |
| 3Y | -79.8% | +75.8% | -155.6% | -89.9% |
| 5Y | -99.4% | +67.7% | -167.1% | -99.7% |
| 10Y | -98.9% | +229.0% | -327.9% | -99.7% |
| All | -98.1% | +273.1% | -371.2% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling