+32.1%
GLW vs ACM
-46.1%
+78.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.2% | +4.1% | +9.1% |
| 7D | -5.9% | +6.9% | -12.8% | -5.9% |
| 30D | -26.0% | +19.1% | -45.1% | -25.8% |
| 3M | -29.9% | -6.9% | -22.9% | -28.9% |
| 6M | -37.8% | -12.0% | -25.7% | -35.5% |
| YTD | +33.1% | -25.1% | +58.3% | +40.0% |
| All | +32.1% | -46.1% | +78.2% | +40.0% |
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