-20.3%
AMT vs ACI
-43.3%
+23.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.7% | -2.0% |
| 7D | +0.5% | -2.2% | +2.8% | +0.9% |
| 30D | +13.6% | +10.3% | +3.3% | +11.4% |
| 3M | +11.5% | +7.2% | +4.3% | +9.8% |
| 6M | +6.9% | -18.0% | +24.9% | +10.0% |
| YTD | +10.8% | -22.0% | +32.8% | +14.9% |
| 1Y | +10.3% | -23.4% | +33.7% | +14.8% |
| 3Y | +12.4% | -35.8% | +48.2% | +20.3% |
| All | -20.3% | -43.3% | +23.0% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling