+199.0%
AMD vs ACGL
+159.2%
+39.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.0% | +14.0% | +11.3% |
| 7D | -11.0% | +0.9% | -11.9% | -11.2% |
| 30D | -30.5% | +13.7% | -44.2% | -31.7% |
| 3M | -8.2% | +8.0% | -16.3% | -9.3% |
| 6M | +6.6% | +13.3% | -6.7% | +3.5% |
| YTD | +109.7% | +11.8% | +97.8% | +102.2% |
| 1Y | +88.9% | +22.2% | +66.7% | +76.1% |
| 3Y | +301.8% | +32.5% | +269.3% | +245.1% |
| All | +199.0% | +159.2% | +39.8% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling