+140.7%
GOOG vs ACI
-45.1%
+185.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -2.0% |
| 7D | -1.6% | -5.0% | +3.5% | -1.4% |
| 30D | -7.7% | -2.3% | -5.3% | -7.6% |
| 3M | -9.3% | -23.2% | +13.9% | -9.3% |
| 6M | +7.4% | -29.5% | +36.9% | +6.8% |
| YTD | +4.9% | -28.6% | +33.5% | +4.4% |
| 1Y | +37.2% | -34.0% | +71.3% | +36.1% |
| All | +140.7% | -45.1% | +185.7% | +141.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling