+8.1%
GE vs ACM
-46.1%
+54.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.2% | -1.4% | +2.7% |
| 7D | +6.3% | +6.9% | -0.6% | +4.9% |
| 30D | +8.9% | +19.1% | -10.2% | +5.5% |
| 3M | -9.2% | -6.9% | -2.3% | -7.7% |
| 6M | +13.2% | -12.0% | +25.3% | +16.1% |
| YTD | +9.4% | -25.1% | +34.5% | +15.0% |
| All | +8.1% | -46.1% | +54.2% | +16.5% |
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