+133.5%
AMT vs ACGL
+329.5%
-195.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.4% | -1.4% | -1.0% | -1.9% |
| 30D | +4.2% | +12.4% | -8.2% | +0.3% |
| 3M | +13.4% | +11.1% | +2.3% | +9.5% |
| 6M | +9.4% | +16.3% | -7.0% | +3.9% |
| YTD | +11.7% | +13.8% | -2.1% | +6.5% |
| 1Y | +7.1% | +20.4% | -13.3% | +0.2% |
| 3Y | +15.1% | +33.6% | -18.5% | +1.6% |
| 5Y | -17.9% | +176.8% | -194.7% | -46.8% |
| 10Y | +133.5% | +324.6% | -191.1% | +37.2% |
| All | +133.5% | +329.5% | -195.9% | +37.2% |
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