+1,291.3%
AMP vs ACM
+230.8%
+1,060.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +0.2% | -3.7% | +4.0% | +2.6% |
| 30D | -0.1% | -11.1% | +11.0% | +6.1% |
| 3M | +23.6% | -8.0% | +31.5% | +27.6% |
| 6M | +20.4% | -29.7% | +50.0% | +45.6% |
| YTD | +15.4% | -29.4% | +44.8% | +38.0% |
| 1Y | +11.0% | -46.4% | +57.4% | +56.3% |
| 3Y | +70.5% | -22.3% | +92.8% | +84.9% |
| 5Y | +121.4% | +4.5% | +116.9% | +96.2% |
| 10Y | +575.6% | +127.6% | +447.9% | +247.1% |
| All | +1,291.3% | +230.8% | +1,060.5% | +390.9% |
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