+586.9%
AMT vs ACM
+233.3%
+353.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +0.5% | +5.4% | -4.8% | -1.0% |
| 30D | +13.6% | +15.1% | -1.5% | +9.1% |
| 3M | +11.5% | -10.5% | +21.9% | +14.3% |
| 6M | +6.9% | -19.7% | +26.6% | +12.5% |
| YTD | +10.8% | -28.8% | +39.7% | +19.6% |
| 1Y | +10.3% | -47.9% | +58.2% | +30.1% |
| 3Y | +12.4% | -12.4% | +24.8% | +11.1% |
| 5Y | -20.1% | +0.6% | -20.6% | -24.8% |
| 10Y | +116.8% | +161.3% | -44.4% | +38.4% |
| All | +586.9% | +233.3% | +353.6% | +228.7% |
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