+195.2%
AMD vs ACM
-45.8%
+241.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +4.8% |
| 7D | +2.6% | -3.7% | +6.3% | +3.3% |
| 30D | -0.9% | -11.1% | +10.2% | +2.1% |
| 3M | -8.7% | -8.0% | -0.7% | -6.9% |
| 6M | +136.3% | -29.7% | +166.0% | +166.4% |
| YTD | +123.0% | -29.4% | +152.4% | +147.6% |
| 1Y | +195.2% | -46.4% | +241.6% | +317.2% |
| All | +195.2% | -45.8% | +241.0% | +317.2% |
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