+10.2%
AMT vs ACM
-45.8%
+56.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.7% |
| 7D | +1.6% | +6.6% | -5.0% | +1.4% |
| 30D | +4.5% | +19.8% | -15.3% | +3.9% |
| 3M | +13.8% | -3.1% | +16.9% | +13.2% |
| 6M | +10.0% | -11.5% | +21.6% | +9.4% |
| YTD | +11.8% | -24.7% | +36.4% | +9.6% |
| 1Y | +10.2% | -45.1% | +55.3% | +11.6% |
| All | +10.2% | -45.8% | +56.0% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling