+1,473.8%
AMT vs ACGL
+4,377.1%
-2,903.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +4.4% | +6.4% | -2.0% | +2.7% |
| 30D | +17.7% | +16.6% | +1.1% | +13.2% |
| 3M | +16.7% | +11.6% | +5.1% | +13.4% |
| 6M | +11.1% | +17.5% | -6.3% | +6.5% |
| YTD | +13.9% | +15.3% | -1.4% | +9.4% |
| 1Y | +12.5% | +26.3% | -13.8% | +5.6% |
| 3Y | +13.2% | +35.9% | -22.8% | +2.7% |
| 5Y | -17.9% | +168.2% | -186.0% | -38.6% |
| 10Y | +122.8% | +352.0% | -229.2% | +42.6% |
| All | +1,473.8% | +4,377.1% | -2,903.3% | +683.1% |
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