+111.2%
AMD vs ACM
-45.8%
+156.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +5.8% | +8.9% | +13.7% |
| 7D | +6.5% | +6.6% | -0.1% | +5.5% |
| 30D | -15.3% | +19.8% | -35.0% | -17.1% |
| 3M | +9.7% | -3.1% | +12.9% | +11.1% |
| 6M | +13.2% | -11.5% | +24.7% | +17.7% |
| YTD | +140.6% | -24.7% | +165.3% | +160.2% |
| 1Y | +111.2% | -45.1% | +156.2% | +168.7% |
| All | +111.2% | -45.8% | +156.9% | +168.7% |
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