+301.8%
AMD vs ACM
-12.3%
+314.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.0% | +11.0% |
| 7D | -11.0% | +5.4% | -16.4% | -12.8% |
| 30D | -30.5% | +15.1% | -45.6% | -34.2% |
| 3M | -8.2% | -10.5% | +2.2% | -4.2% |
| 6M | +6.6% | -19.7% | +26.3% | +17.3% |
| YTD | +109.7% | -28.8% | +138.5% | +143.3% |
| 1Y | +88.9% | -47.9% | +136.8% | +174.6% |
| 3Y | +301.8% | -12.4% | +314.2% | +321.7% |
| All | +301.8% | -12.3% | +314.1% | +321.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling