+6,406.4%
AMD vs ACM
+127.0%
+6,279.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +4.9% |
| 7D | +2.6% | -3.7% | +6.3% | +4.6% |
| 30D | -0.9% | -11.1% | +10.2% | +4.0% |
| 3M | -8.7% | -8.0% | -0.7% | -6.5% |
| 6M | +136.3% | -29.7% | +166.0% | +177.5% |
| YTD | +123.0% | -29.4% | +152.4% | +158.3% |
| 1Y | +195.2% | -46.4% | +241.6% | +299.3% |
| 3Y | +336.3% | -22.3% | +358.7% | +377.0% |
| 5Y | +334.5% | +4.5% | +330.0% | +314.1% |
| All | +6,406.4% | +127.0% | +6,279.4% | +4,122.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling