-14.7%
AMRZ vs ACM
-38.4%
+23.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | -1.9% | -3.7% | +1.8% | -0.9% |
| 30D | -16.9% | -11.1% | -5.8% | -14.7% |
| 3M | -19.2% | -8.0% | -11.2% | -18.0% |
| 6M | -29.3% | -29.7% | +0.4% | -22.7% |
| YTD | -18.0% | -29.4% | +11.4% | -10.6% |
| 1Y | -15.1% | -46.4% | +31.3% | -1.5% |
| All | -14.7% | -38.4% | +23.8% | -3.0% |
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