+2,733.5%
AMD vs ACGL
+5,010.0%
-2,276.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.2% |
| 7D | -15.5% | +8.0% | -23.5% | -17.5% |
| 30D | -22.6% | +17.3% | -39.9% | -26.5% |
| 3M | -5.7% | +11.2% | -17.0% | -9.2% |
| 6M | +43.1% | +18.2% | +24.9% | +33.9% |
| YTD | +128.2% | +15.4% | +112.8% | +113.0% |
| 1Y | +95.5% | +26.5% | +68.9% | +76.9% |
| 3Y | +335.4% | +36.1% | +299.4% | +276.6% |
| 5Y | +255.5% | +175.9% | +79.5% | +142.4% |
| 10Y | +7,350.9% | +352.4% | +6,998.5% | +4,167.1% |
| All | +2,733.5% | +5,010.0% | -2,276.5% | +1,057.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling