+875.6%
AMD vs ACI
+39.5%
+836.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +1.1% |
| 7D | -15.5% | +4.5% | -20.0% | -15.3% |
| 30D | -22.6% | +20.9% | -43.5% | -22.3% |
| 3M | -5.7% | +15.2% | -21.0% | -5.4% |
| 6M | +43.1% | -13.3% | +56.4% | +44.0% |
| YTD | +128.2% | -16.2% | +144.4% | +129.7% |
| 1Y | +95.5% | -16.9% | +112.3% | +96.8% |
| 3Y | +335.4% | -30.8% | +366.3% | +341.3% |
| 5Y | +255.5% | -39.4% | +294.9% | +259.7% |
| All | +875.6% | +39.5% | +836.1% | +745.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling