+39.7%
GOOG vs ACI
-32.3%
+72.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +1.3% |
| 7D | 0.0% | -3.7% | +3.8% | +0.3% |
| 30D | -2.0% | +0.6% | -2.5% | -2.0% |
| 3M | -5.9% | -20.3% | +14.5% | -5.4% |
| 6M | +8.9% | -24.7% | +33.6% | +8.9% |
| YTD | +7.1% | -27.2% | +34.3% | +6.7% |
| 1Y | +39.7% | -32.7% | +72.4% | +30.1% |
| All | +39.7% | -32.3% | +72.0% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling