+436.6%
GE vs ACM
+5.0%
+431.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -1.6% | -3.7% | +2.2% | +0.2% |
| 30D | -11.6% | -11.1% | -0.5% | -7.1% |
| 3M | +3.0% | -8.0% | +11.0% | +5.9% |
| 6M | -0.5% | -29.7% | +29.1% | +17.5% |
| YTD | +9.7% | -29.4% | +39.1% | +27.6% |
| 1Y | +20.0% | -46.4% | +66.5% | +62.4% |
| 3Y | +275.8% | -22.3% | +298.2% | +295.8% |
| All | +436.6% | +5.0% | +431.6% | +354.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling