-14.9%
AMT vs ACI
+21.8%
-36.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.4% |
| 7D | -0.2% | -2.6% | +2.4% | +0.2% |
| 30D | +1.8% | +1.1% | +0.8% | +1.7% |
| 3M | -6.2% | -23.6% | +17.5% | -3.3% |
| 6M | -5.0% | -29.9% | +25.0% | -1.0% |
| YTD | +2.1% | -26.9% | +28.9% | +5.7% |
| 1Y | -5.7% | -34.2% | +28.5% | -1.2% |
| 3Y | +7.9% | -43.6% | +51.5% | +14.8% |
| 5Y | -32.3% | -42.4% | +10.1% | -29.0% |
| All | -14.9% | +21.8% | -36.7% | -15.7% |
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