-6.9%
AMT vs ACI
+32.1%
-39.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | -2.4% | -5.3% | +2.9% | -1.6% |
| 30D | +4.2% | +5.0% | -0.8% | +3.5% |
| 3M | +13.4% | +7.5% | +5.9% | +12.1% |
| 6M | +9.4% | -16.0% | +25.4% | +11.2% |
| YTD | +11.7% | -20.6% | +32.3% | +14.3% |
| 1Y | +7.1% | -23.5% | +30.7% | +10.1% |
| 3Y | +15.1% | -32.1% | +47.2% | +19.6% |
| 5Y | -17.9% | -42.5% | +24.6% | -14.5% |
| All | -6.9% | +32.1% | -39.0% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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