+2,778.3%
AMD vs ACM
+233.2%
+2,545.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.2% | -15.1% | -16.1% |
| 7D | -28.6% | +5.1% | -33.7% | -30.4% |
| 30D | -37.7% | +11.5% | -49.2% | -41.3% |
| 3M | -16.1% | -10.5% | -5.7% | -12.7% |
| 6M | +13.8% | -20.4% | +34.2% | +24.6% |
| YTD | +88.8% | -28.9% | +117.7% | +116.7% |
| 1Y | +57.8% | -48.7% | +106.5% | +116.5% |
| 3Y | +260.3% | -12.5% | +272.8% | +267.9% |
| 5Y | +196.6% | +0.5% | +196.1% | +186.1% |
| 10Y | +6,064.6% | +161.2% | +5,903.5% | +3,111.8% |
| All | +2,778.3% | +233.2% | +2,545.1% | +1,119.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling