+569.3%
AMP vs ACM
+134.0%
+435.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.1% |
| 7D | -0.5% | -4.6% | +4.1% | +2.4% |
| 30D | -1.3% | +4.1% | -5.4% | -4.3% |
| 3M | +24.2% | -8.3% | +32.5% | +28.5% |
| 6M | +24.6% | -30.1% | +54.6% | +51.8% |
| YTD | +14.8% | -32.6% | +47.4% | +41.9% |
| 1Y | +12.8% | -49.6% | +62.4% | +67.2% |
| 3Y | +69.0% | -23.0% | +92.0% | +82.0% |
| 5Y | +124.9% | +2.0% | +122.9% | +95.8% |
| All | +569.3% | +134.0% | +435.3% | +215.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling