+133.5%
AMT vs ACM
+130.8%
+2.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | 0.0% |
| 7D | -2.4% | +3.0% | -5.4% | -3.0% |
| 30D | +4.2% | +19.7% | -15.5% | +0.3% |
| 3M | +13.4% | +5.3% | +8.1% | +11.8% |
| 6M | +9.4% | -10.8% | +20.2% | +11.2% |
| YTD | +11.7% | -25.1% | +36.8% | +17.1% |
| 1Y | +7.1% | -45.8% | +52.9% | +21.0% |
| 3Y | +15.1% | -9.4% | +24.4% | +12.2% |
| 5Y | -17.9% | +4.8% | -22.7% | -23.2% |
| 10Y | +133.5% | +129.8% | +3.8% | +82.1% |
| All | +133.5% | +130.8% | +2.7% | +82.1% |
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