+45.8%
AMZN vs ACM
+4.8%
+41.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.2% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | -6.4% | -12.9% | +6.5% | -1.1% |
| 3M | +4.8% | -6.4% | +11.2% | +6.9% |
| 6M | +20.5% | -29.2% | +49.7% | +39.1% |
| YTD | +11.3% | -29.9% | +41.3% | +27.7% |
| 1Y | +9.0% | -47.3% | +56.2% | +44.3% |
| 3Y | +85.9% | -19.6% | +105.5% | +89.5% |
| 5Y | +45.8% | +5.5% | +40.3% | +25.5% |
| All | +45.8% | +4.8% | +41.0% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling