+6,351.7%
AMD vs ACM
+155.0%
+6,196.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.0% | +11.0% |
| 7D | -11.0% | +5.4% | -16.4% | -13.3% |
| 30D | -30.5% | +15.1% | -45.6% | -35.3% |
| 3M | -8.2% | -10.5% | +2.2% | -4.4% |
| 6M | +6.6% | -19.7% | +26.3% | +16.3% |
| YTD | +109.7% | -28.8% | +138.5% | +140.8% |
| 1Y | +88.9% | -47.9% | +136.8% | +158.0% |
| 3Y | +301.8% | -12.4% | +314.2% | +310.7% |
| 5Y | +229.4% | +0.6% | +228.8% | +218.9% |
| All | +6,351.7% | +155.0% | +6,196.7% | +4,326.2% |
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