+0.9%
ACM vs GWRE
+14.4%
-13.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.5% |
| 7D | -5.9% | -30.9% | +25.0% | +0.9% |
| 30D | -6.2% | -20.7% | +14.5% | -2.4% |
| 3M | -7.9% | +20.2% | -28.0% | -12.5% |
| 6M | -30.6% | -11.9% | -18.8% | -30.5% |
| YTD | -33.3% | -30.3% | -3.0% | -30.1% |
| 1Y | -49.2% | -44.6% | -4.6% | -44.1% |
| 3Y | -23.5% | +48.8% | -72.2% | -36.5% |
| 5Y | +0.9% | +14.8% | -13.8% | -5.0% |
| All | +0.9% | +14.4% | -13.5% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling