+190.4%
ACM vs GWRE
+749.2%
-558.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.0% | +1.9% | -1.8% |
| 7D | -3.7% | -26.2% | +22.5% | +3.3% |
| 30D | -12.7% | -17.8% | +5.1% | -9.0% |
| 3M | -9.8% | +14.2% | -24.0% | -14.4% |
| 6M | -31.4% | -12.9% | -18.5% | -31.1% |
| YTD | -32.1% | -29.2% | -2.8% | -28.4% |
| 1Y | -47.8% | -44.4% | -3.4% | -41.4% |
| 3Y | -22.1% | +51.1% | -73.2% | -36.6% |
| 5Y | +1.8% | +16.5% | -14.7% | -13.0% |
| 10Y | +132.5% | +131.6% | +1.0% | +58.5% |
| All | +190.4% | +749.2% | -558.8% | +70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling