-20.6%
AMT vs ACGL
+168.9%
-189.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +0.4% | -1.1% | +1.5% | +0.6% |
| 30D | +3.7% | +13.1% | -9.4% | +1.0% |
| 3M | +10.7% | +9.8% | +0.9% | +8.5% |
| 6M | +9.3% | +15.3% | -6.0% | +5.8% |
| YTD | +10.9% | +12.7% | -1.8% | +7.8% |
| 1Y | +10.5% | +20.7% | -10.2% | +5.7% |
| 3Y | +15.5% | +34.3% | -18.7% | +6.7% |
| 5Y | -20.6% | +170.6% | -191.2% | -44.4% |
| All | -20.6% | +168.9% | -189.4% | -44.4% |
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