+8,386.9%
AMZN vs ACM
+230.8%
+8,156.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -3.0% | -3.7% | +0.8% | -1.7% |
| 30D | -5.2% | -11.1% | +5.9% | -1.8% |
| 3M | +1.9% | -8.0% | +9.8% | +4.1% |
| 6M | +19.2% | -29.7% | +48.9% | +32.5% |
| YTD | +12.0% | -29.4% | +41.4% | +23.6% |
| 1Y | +9.7% | -46.4% | +56.1% | +32.3% |
| 3Y | +87.2% | -22.3% | +109.5% | +97.8% |
| 5Y | +48.7% | +4.5% | +44.2% | +42.2% |
| 10Y | +569.3% | +127.6% | +441.7% | +350.0% |
| All | +8,386.9% | +230.8% | +8,156.1% | +3,971.7% |
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