-18.0%
AMT vs ACM
+3.9%
-21.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -2.2% | +5.1% | -7.2% | -3.1% |
| 30D | +5.8% | +18.7% | -12.9% | +2.2% |
| 3M | +12.6% | +15.5% | -2.9% | +9.2% |
| 6M | +8.3% | +1.2% | +7.1% | +7.4% |
| YTD | +11.4% | -25.2% | +36.6% | +16.9% |
| 1Y | +7.7% | -46.3% | +54.0% | +23.8% |
| 3Y | +14.8% | -9.6% | +24.4% | +5.1% |
| 5Y | -18.0% | +4.4% | -22.4% | -30.8% |
| All | -18.0% | +3.9% | -21.8% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling