+1,193.6%
AMP vs ACM
+252.1%
+941.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.8% |
| 7D | +3.9% | +5.6% | -1.7% | +0.4% |
| 30D | +5.1% | +20.8% | -15.7% | -6.6% |
| 3M | -8.7% | +11.4% | -20.1% | -15.1% |
| 6M | +11.4% | +0.9% | +10.5% | +8.2% |
| YTD | +7.3% | -24.8% | +32.2% | +23.2% |
| 1Y | +14.6% | -46.4% | +61.0% | +61.9% |
| 3Y | +61.2% | -9.2% | +70.5% | +58.1% |
| 5Y | +81.0% | +5.0% | +76.1% | +60.5% |
| 10Y | +468.0% | +130.6% | +337.4% | +189.3% |
| All | +1,193.6% | +252.1% | +941.5% | +338.1% |
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