-47.0%
ACM vs WTW
+8.6%
-55.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | 0.0% | +2.4% |
| 7D | +9.5% | +4.9% | +4.6% | +8.6% |
| 30D | +14.7% | +17.1% | -2.4% | +11.6% |
| 3M | -9.5% | -0.3% | -9.2% | -9.9% |
| 6M | -18.0% | +30.7% | -48.7% | -20.4% |
| YTD | -27.3% | +3.7% | -31.0% | -28.2% |
| 1Y | -47.0% | +5.9% | -52.9% | -48.4% |
| All | -47.0% | +8.6% | -55.6% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling