+8,077.9%
AMD vs ACM
+133.7%
+7,944.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +5.8% | +8.9% | +11.7% |
| 7D | +6.5% | +6.6% | -0.1% | +3.5% |
| 30D | -15.3% | +19.8% | -35.0% | -22.7% |
| 3M | +9.7% | -3.1% | +12.9% | +10.0% |
| 6M | +13.2% | -11.5% | +24.7% | +17.8% |
| YTD | +140.6% | -24.7% | +165.3% | +169.8% |
| 1Y | +111.2% | -45.1% | +156.2% | +183.6% |
| 3Y | +334.4% | -8.9% | +343.3% | +335.9% |
| 5Y | +268.3% | +5.4% | +263.0% | +247.1% |
| 10Y | +8,077.9% | +131.1% | +7,946.9% | +4,978.4% |
| All | +8,077.9% | +133.7% | +7,944.2% | +4,978.4% |
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