+21.9%
GE vs ACM
-47.1%
+69.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.5% |
| 7D | +1.2% | -0.3% | +1.4% | +1.2% |
| 30D | -9.5% | -12.9% | +3.4% | -6.5% |
| 3M | +4.1% | -6.4% | +10.5% | +5.4% |
| 6M | +3.9% | -29.2% | +33.1% | +12.6% |
| YTD | +9.0% | -29.9% | +39.0% | +17.4% |
| 1Y | +21.9% | -47.3% | +69.2% | +39.3% |
| All | +21.9% | -47.1% | +69.1% | +39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling