+6,351.7%
AMD vs ACGL
+337.7%
+6,014.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.0% | +14.0% | +12.0% |
| 7D | -11.0% | +0.9% | -11.9% | -11.5% |
| 30D | -30.5% | +13.7% | -44.2% | -33.8% |
| 3M | -8.2% | +8.0% | -16.3% | -11.3% |
| 6M | +6.6% | +13.3% | -6.7% | 0.0% |
| YTD | +109.7% | +11.8% | +97.8% | +95.1% |
| 1Y | +88.9% | +22.2% | +66.7% | +69.0% |
| 3Y | +301.8% | +32.5% | +269.3% | +234.0% |
| 5Y | +229.4% | +160.2% | +69.2% | +92.7% |
| All | +6,351.7% | +337.7% | +6,014.0% | +3,420.5% |
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