+643.8%
AMZN vs ACM
+131.3%
+512.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +2.8% | +5.1% | -2.3% | +1.2% |
| 30D | +3.4% | +18.7% | -15.2% | -1.9% |
| 3M | +0.1% | +15.5% | -15.4% | -4.6% |
| 6M | +0.6% | +1.2% | -0.6% | -0.6% |
| YTD | +15.9% | -25.2% | +41.1% | +24.8% |
| 1Y | +9.5% | -46.3% | +55.8% | +31.1% |
| 3Y | +86.3% | -9.6% | +95.8% | +87.3% |
| 5Y | +51.7% | +4.4% | +47.3% | +46.0% |
| All | +643.8% | +131.3% | +512.5% | +448.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling