+95.0%
AMT vs ACM
+128.0%
-32.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | +1.8% | -12.9% | +14.8% | +4.5% |
| 3M | -6.2% | -6.4% | +0.2% | -5.4% |
| 6M | -5.0% | -29.2% | +24.2% | +1.3% |
| YTD | +2.1% | -29.9% | +32.0% | +8.4% |
| 1Y | -5.7% | -47.3% | +41.5% | +6.4% |
| 3Y | +7.9% | -19.6% | +27.5% | +8.4% |
| 5Y | -32.3% | +5.5% | -37.8% | -36.6% |
| 10Y | +95.0% | +129.7% | -34.7% | +66.5% |
| All | +95.0% | +128.0% | -32.9% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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