+564.1%
AMZN vs ACM
+124.8%
+439.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -0.9% |
| 7D | -1.0% | -3.7% | +2.7% | +0.1% |
| 30D | -9.2% | -12.7% | +3.4% | -5.9% |
| 3M | +3.4% | -9.8% | +13.2% | +6.0% |
| 6M | +18.2% | -31.4% | +49.6% | +30.8% |
| YTD | +9.3% | -32.1% | +41.4% | +20.7% |
| 1Y | +5.9% | -47.8% | +53.8% | +26.3% |
| 3Y | +82.6% | -22.1% | +104.7% | +92.0% |
| 5Y | +44.9% | +1.8% | +43.1% | +42.3% |
| 10Y | +564.1% | +132.5% | +431.5% | +444.1% |
| All | +564.1% | +124.8% | +439.3% | +444.1% |
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