+67.2%
AMP vs ACM
-22.3%
+89.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | +0.2% |
| 7D | 0.0% | -3.7% | +3.7% | +1.3% |
| 30D | -1.0% | -12.7% | +11.6% | +3.3% |
| 3M | +23.2% | -9.8% | +33.0% | +26.5% |
| 6M | +20.4% | -31.4% | +51.8% | +37.9% |
| YTD | +13.6% | -32.1% | +45.7% | +30.1% |
| 1Y | +13.4% | -47.8% | +61.2% | +45.0% |
| All | +67.2% | -22.3% | +89.5% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling