+129.1%
ACM vs GWRE
+131.0%
-1.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -4.6% | -13.2% | +8.7% | -1.1% |
| 30D | +4.1% | -18.6% | +22.7% | +8.7% |
| 3M | -8.3% | +18.9% | -27.2% | -14.0% |
| 6M | -30.1% | -11.0% | -19.1% | -30.2% |
| YTD | -32.6% | -29.9% | -2.7% | -28.6% |
| 1Y | -49.6% | -44.3% | -5.2% | -43.1% |
| 3Y | -23.0% | +51.7% | -74.7% | -39.0% |
| 5Y | +2.0% | +15.4% | -13.5% | -13.5% |
| All | +129.1% | +131.0% | -1.9% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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