+8,792.6%
AMZN vs ACM
+252.7%
+8,539.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +8.0% | +6.6% | +1.4% | +5.8% |
| 30D | +3.2% | +19.8% | -16.6% | -2.9% |
| 3M | -2.6% | -3.1% | +0.5% | -2.1% |
| 6M | -0.7% | -11.5% | +10.8% | +2.2% |
| YTD | +17.4% | -24.7% | +42.0% | +26.4% |
| 1Y | +9.0% | -45.1% | +54.1% | +30.3% |
| 3Y | +88.7% | -8.9% | +97.6% | +88.9% |
| 5Y | +55.6% | +5.4% | +50.2% | +48.2% |
| 10Y | +629.7% | +131.1% | +498.7% | +390.4% |
| All | +8,792.6% | +252.7% | +8,539.9% | +4,066.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling