+533.0%
AMT vs ACM
+230.8%
+302.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -0.2% | -3.7% | +3.5% | +0.9% |
| 30D | +4.6% | -11.1% | +15.7% | +7.7% |
| 3M | -8.4% | -8.0% | -0.5% | -6.9% |
| 6M | -6.0% | -29.7% | +23.6% | +2.7% |
| YTD | +2.1% | -29.4% | +31.5% | +10.6% |
| 1Y | -6.4% | -46.4% | +40.1% | +9.4% |
| 3Y | +8.1% | -22.3% | +30.4% | +10.9% |
| 5Y | -31.9% | +4.5% | -36.4% | -36.8% |
| 10Y | +97.1% | +127.6% | -30.5% | +31.9% |
| All | +533.0% | +230.8% | +302.2% | +204.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling