+199.0%
AMD vs ACM
-2.7%
+201.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.0% | +11.0% |
| 7D | -11.0% | +5.4% | -16.4% | -13.8% |
| 30D | -30.5% | +15.1% | -45.6% | -36.3% |
| 3M | -8.2% | -10.5% | +2.2% | -3.1% |
| 6M | +6.6% | -19.7% | +26.3% | +20.1% |
| YTD | +109.7% | -28.8% | +138.5% | +152.7% |
| 1Y | +88.9% | -47.9% | +136.8% | +197.4% |
| 3Y | +301.8% | -12.4% | +314.2% | +278.5% |
| All | +199.0% | -2.7% | +201.8% | +142.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling