+95.5%
AMD vs ACM
-46.6%
+142.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.7% |
| 7D | -15.5% | +9.5% | -25.0% | -16.4% |
| 30D | -22.6% | +14.7% | -37.4% | -23.9% |
| 3M | -5.7% | -9.5% | +3.7% | -3.2% |
| 6M | +43.1% | -18.0% | +61.2% | +52.0% |
| YTD | +128.2% | -27.3% | +155.5% | +149.0% |
| 1Y | +95.5% | -47.0% | +142.5% | +156.5% |
| All | +95.5% | -46.6% | +142.0% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling