-18.5%
AMRZ vs ACM
-38.0%
+19.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.8% |
| 7D | +1.2% | +5.4% | -4.2% | -0.3% |
| 30D | +15.1% | +15.1% | -0.1% | +10.6% |
| 3M | -18.1% | -10.5% | -7.6% | -16.2% |
| 6M | -23.5% | -19.7% | -3.8% | -19.7% |
| YTD | -21.6% | -28.8% | +7.2% | -14.9% |
| 1Y | -14.7% | -47.9% | +33.1% | -1.2% |
| All | -18.5% | -38.0% | +19.5% | -7.7% |
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 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