+112.7%
AMT vs ACGL
+337.7%
-225.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.3% | -1.7% |
| 7D | +0.5% | +0.9% | -0.3% | +0.3% |
| 30D | +13.6% | +13.7% | -0.1% | +8.9% |
| 3M | +11.5% | +8.0% | +3.4% | +8.6% |
| 6M | +6.9% | +13.3% | -6.3% | +2.4% |
| YTD | +10.8% | +11.8% | -1.0% | +6.3% |
| 1Y | +10.3% | +22.2% | -11.9% | +2.7% |
| 3Y | +12.4% | +32.5% | -20.1% | -0.5% |
| 5Y | -20.1% | +160.2% | -180.3% | -46.9% |
| All | +112.7% | +337.7% | -225.0% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling