-97.4%
AMC vs ACWI
+265.3%
-362.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.7% | +5.6% | +5.2% |
| 7D | +17.7% | -0.5% | +18.2% | +18.5% |
| 30D | +26.2% | -1.6% | +27.8% | +29.2% |
| 3M | +31.3% | -1.3% | +32.7% | +34.3% |
| 6M | +142.8% | +5.8% | +136.9% | +128.3% |
| YTD | +125.6% | +12.7% | +112.9% | +97.1% |
| 1Y | +40.2% | +15.0% | +25.2% | +19.6% |
| 3Y | -67.2% | +77.5% | -144.7% | -83.8% |
| 5Y | -99.1% | +61.9% | -161.0% | -99.5% |
| 10Y | -98.5% | +236.1% | -334.7% | -99.6% |
| All | -97.4% | +265.3% | -362.7% | -99.3% |
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