+76.4%
AMZN vs ACM
-22.3%
+98.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -0.8% |
| 7D | -1.0% | -3.7% | +2.7% | +0.2% |
| 30D | -9.2% | -12.7% | +3.4% | -5.5% |
| 3M | +3.4% | -9.8% | +13.2% | +6.2% |
| 6M | +18.2% | -31.4% | +49.6% | +33.2% |
| YTD | +9.3% | -32.1% | +41.4% | +22.6% |
| 1Y | +5.9% | -47.8% | +53.8% | +32.5% |
| All | +76.4% | -22.3% | +98.7% | +86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling