+337.5%
AMD vs ACI
-42.9%
+380.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.7% |
| 7D | +2.6% | +0.2% | +2.4% | +2.6% |
| 30D | -0.9% | +5.9% | -6.8% | -0.8% |
| 3M | -8.7% | -19.8% | +11.1% | -8.8% |
| 6M | +136.3% | -24.7% | +161.1% | +136.2% |
| YTD | +123.0% | -24.4% | +147.4% | +122.7% |
| 1Y | +195.2% | -31.5% | +226.7% | +196.5% |
| 3Y | +336.3% | -38.7% | +375.0% | +340.4% |
| All | +337.5% | -42.9% | +380.5% | +320.8% |
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