+933.7%
GILD vs ACM
+215.6%
+718.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.0% |
| 7D | -4.8% | -4.6% | -0.2% | -3.8% |
| 30D | +5.8% | +4.1% | +1.7% | +4.7% |
| 3M | +14.9% | -8.3% | +23.2% | +16.5% |
| 6M | -0.4% | -30.1% | +29.7% | +7.1% |
| YTD | +18.5% | -32.6% | +51.1% | +27.8% |
| 1Y | +25.1% | -49.6% | +74.7% | +43.8% |
| 3Y | +105.9% | -23.0% | +128.9% | +111.4% |
| 5Y | +143.0% | +2.0% | +141.0% | +130.3% |
| 10Y | +162.4% | +130.8% | +31.6% | +90.5% |
| All | +933.7% | +215.6% | +718.1% | +475.6% |
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