+199.0%
AMD vs ACI
-43.3%
+242.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.4% | +14.4% | +10.8% |
| 7D | -11.0% | -2.2% | -8.8% | -11.1% |
| 30D | -30.5% | +10.3% | -40.8% | -30.0% |
| 3M | -8.2% | +7.2% | -15.4% | -7.7% |
| 6M | +6.6% | -18.0% | +24.6% | +6.8% |
| YTD | +109.7% | -22.0% | +131.7% | +110.1% |
| 1Y | +88.9% | -23.4% | +112.3% | +89.4% |
| 3Y | +301.8% | -35.8% | +337.7% | +306.1% |
| All | +199.0% | -43.3% | +242.4% | +198.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling