+331.1%
AMD vs ACI
-38.5%
+369.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.6% |
| 7D | +2.6% | +0.2% | +2.4% | +2.6% |
| 30D | -0.9% | +5.9% | -6.8% | +0.5% |
| 3M | -8.7% | -19.8% | +11.1% | -12.2% |
| 6M | +136.3% | -24.7% | +161.1% | +125.2% |
| YTD | +123.0% | -24.4% | +147.4% | +113.3% |
| 1Y | +195.2% | -31.5% | +226.7% | +178.1% |
| All | +331.1% | -38.5% | +369.6% | +312.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling