+196.6%
AMD vs ACM
+1.8%
+194.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.2% | -15.1% | -15.9% |
| 7D | -28.6% | +5.1% | -33.7% | -30.7% |
| 30D | -37.7% | +11.5% | -49.2% | -41.8% |
| 3M | -16.1% | -10.5% | -5.7% | -11.4% |
| 6M | +13.8% | -20.4% | +34.2% | +29.0% |
| YTD | +88.8% | -28.9% | +117.7% | +127.8% |
| 1Y | +57.8% | -48.7% | +106.5% | +152.8% |
| 3Y | +260.3% | -12.5% | +272.8% | +239.3% |
| 5Y | +196.6% | +0.5% | +196.1% | +137.0% |
| All | +196.6% | +1.8% | +194.8% | +137.0% |
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