+1,311.4%
AMT vs ACGL
+3,872.2%
-2,560.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.6% |
| 7D | -0.2% | -0.7% | +0.5% | 0.0% |
| 30D | +4.6% | -1.0% | +5.6% | +4.9% |
| 3M | -8.4% | +11.0% | -19.5% | -10.9% |
| 6M | -6.0% | -0.3% | -5.7% | -6.1% |
| YTD | +2.1% | +2.3% | -0.1% | +1.2% |
| 1Y | -6.4% | +6.4% | -12.8% | -8.3% |
| 3Y | +8.1% | +34.0% | -25.9% | -1.7% |
| 5Y | -31.9% | +161.6% | -193.6% | -48.8% |
| 10Y | +97.1% | +278.6% | -181.5% | +31.8% |
| All | +1,311.4% | +3,872.2% | -2,560.8% | +624.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling