+188.1%
GE vs ACM
+233.3%
-45.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +7.1% | +5.4% | +1.7% | +4.7% |
| 30D | +6.5% | +15.1% | -8.7% | 0.0% |
| 3M | -13.6% | -10.5% | -3.1% | -10.2% |
| 6M | +6.0% | -19.7% | +25.7% | +14.8% |
| YTD | +5.4% | -28.8% | +34.2% | +19.5% |
| 1Y | +6.5% | -47.9% | +54.3% | +38.6% |
| 3Y | +268.6% | -12.4% | +280.9% | +275.1% |
| 5Y | +389.0% | +0.6% | +388.5% | +365.3% |
| 10Y | +163.3% | +161.3% | +2.1% | +62.4% |
| All | +188.1% | +233.3% | -45.2% | +47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling