+2,205.6%
AMD vs ACN
+2,484.6%
-279.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.3% | -17.6% | -17.4% |
| 7D | -28.6% | +7.3% | -35.9% | -31.7% |
| 30D | -37.7% | +38.2% | -75.9% | -49.2% |
| 3M | -16.1% | +56.6% | -72.7% | -38.2% |
| 6M | +13.8% | +51.1% | -37.3% | -20.6% |
| YTD | +88.8% | +1.7% | +87.2% | +63.6% |
| 1Y | +57.8% | +10.1% | +47.7% | +29.1% |
| 3Y | +260.3% | -10.3% | +270.6% | +227.9% |
| 5Y | +196.6% | -21.4% | +218.0% | +201.0% |
| 10Y | +6,064.6% | +167.1% | +5,897.5% | +2,830.3% |
| All | +2,205.6% | +2,484.6% | -279.1% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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