+108.5%
AMD vs ACI
-23.2%
+131.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +0.9% | +12.3% | +13.6% |
| 7D | +8.9% | -5.9% | +14.8% | +6.6% |
| 30D | -16.4% | +7.2% | -23.6% | -14.0% |
| 3M | +5.2% | +8.8% | -3.6% | +9.0% |
| 6M | +11.7% | -17.2% | +28.9% | +8.2% |
| YTD | +137.5% | -21.3% | +158.7% | +128.8% |
| All | +108.5% | -23.2% | +131.7% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling