+1,513.4%
AME vs ACM
+233.3%
+1,280.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -5.2% | +5.4% | -10.5% | -7.2% |
| 30D | -8.0% | +15.1% | -23.1% | -13.3% |
| 3M | -8.9% | -10.5% | +1.6% | -5.9% |
| 6M | -5.0% | -19.7% | +14.7% | +1.9% |
| YTD | +11.9% | -28.8% | +40.7% | +25.4% |
| 1Y | +16.6% | -47.9% | +64.5% | +48.2% |
| 3Y | +62.5% | -12.4% | +74.8% | +63.7% |
| 5Y | +67.6% | +0.6% | +67.0% | +57.7% |
| 10Y | +450.4% | +161.3% | +289.1% | +231.0% |
| All | +1,513.4% | +233.3% | +1,280.1% | +660.7% |
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