+241.5%
AMD vs ACI
-41.1%
+282.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +0.9% | +12.3% | +13.3% |
| 7D | +8.9% | -5.9% | +14.8% | +8.5% |
| 30D | -16.4% | +7.2% | -23.6% | -15.9% |
| 3M | +5.2% | +8.8% | -3.6% | +5.9% |
| 6M | +11.7% | -17.2% | +28.9% | +12.0% |
| YTD | +137.5% | -21.3% | +158.7% | +138.1% |
| 1Y | +117.8% | -23.7% | +141.5% | +118.7% |
| 3Y | +348.1% | -32.8% | +381.0% | +349.8% |
| 5Y | +241.5% | -41.4% | +282.9% | +239.4% |
| All | +241.5% | -41.1% | +282.6% | +239.4% |
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