+97.7%
GOOG vs ACI
-42.9%
+140.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +3.0% | +2.3% | +0.8% | +2.8% |
| 30D | -14.9% | +1.2% | -16.1% | -15.0% |
| 3M | -14.9% | +6.8% | -21.7% | -15.5% |
| 6M | -26.6% | -18.7% | -7.9% | -25.8% |
| YTD | -6.6% | -20.2% | +13.6% | -5.6% |
| 1Y | +5.1% | -23.7% | +28.8% | +6.6% |
| 3Y | +121.0% | -31.6% | +152.6% | +124.4% |
| All | +97.7% | -42.9% | +140.6% | +98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling