+5,710.3%
AMD vs ACGL
+351.1%
+5,359.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.1% | -17.2% | -17.2% |
| 7D | -28.6% | +6.4% | -35.0% | -30.1% |
| 30D | -37.7% | +16.6% | -54.3% | -41.1% |
| 3M | -16.1% | +11.6% | -27.7% | -19.6% |
| 6M | +13.8% | +17.5% | -3.6% | +5.7% |
| YTD | +88.8% | +15.3% | +73.6% | +74.2% |
| 1Y | +57.8% | +26.3% | +31.5% | +39.8% |
| 3Y | +260.3% | +35.9% | +224.3% | +197.6% |
| 5Y | +196.6% | +168.2% | +28.4% | +72.1% |
| All | +5,710.3% | +351.1% | +5,359.2% | +3,044.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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