-17.9%
AMT vs ACGL
+174.7%
-192.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +4.4% | +6.4% | -2.0% | +3.0% |
| 30D | +17.7% | +16.6% | +1.1% | +13.8% |
| 3M | +16.7% | +11.6% | +5.1% | +13.9% |
| 6M | +11.1% | +17.5% | -6.3% | +7.2% |
| YTD | +13.9% | +15.3% | -1.4% | +10.0% |
| 1Y | +12.5% | +26.3% | -13.8% | +6.6% |
| 3Y | +13.2% | +35.9% | -22.8% | +4.3% |
| 5Y | -17.9% | +168.2% | -186.0% | -41.9% |
| All | -17.9% | +174.7% | -192.6% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling