+7,765.4%
AMD vs ACM
+132.6%
+7,632.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.6% | -9.3% | -9.0% |
| 7D | +18.9% | +5.6% | +13.3% | +15.7% |
| 30D | -6.4% | +20.8% | -27.3% | -15.3% |
| 3M | +10.6% | +11.4% | -0.8% | +3.5% |
| 6M | +19.9% | +0.9% | +18.9% | +16.4% |
| YTD | +149.4% | -24.8% | +174.2% | +180.3% |
| 1Y | +115.4% | -46.4% | +161.8% | +195.2% |
| 3Y | +357.3% | -9.2% | +366.5% | +358.7% |
| 5Y | +261.1% | +5.0% | +256.1% | +239.4% |
| All | +7,765.4% | +132.6% | +7,632.8% | +4,738.5% |
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 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