+3,299.1%
AMD vs ACM
+230.8%
+3,068.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +4.9% |
| 7D | +2.6% | -3.7% | +6.3% | +4.6% |
| 30D | -0.9% | -11.1% | +10.2% | +4.0% |
| 3M | -8.7% | -8.0% | -0.7% | -6.5% |
| 6M | +136.3% | -29.7% | +166.0% | +177.3% |
| YTD | +123.0% | -29.4% | +152.4% | +158.2% |
| 1Y | +195.2% | -46.4% | +241.6% | +297.5% |
| 3Y | +336.3% | -22.3% | +358.7% | +376.9% |
| 5Y | +334.5% | +4.5% | +330.0% | +311.3% |
| 10Y | +6,259.1% | +127.6% | +6,131.5% | +3,488.2% |
| All | +3,299.1% | +230.8% | +3,068.3% | +1,353.0% |
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 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