+397.9%
GOOG vs ACI
+21.8%
+376.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.2% |
| 7D | +1.1% | -2.6% | +3.6% | +1.2% |
| 30D | -5.1% | +1.1% | -6.1% | -5.1% |
| 3M | -7.1% | -23.6% | +16.6% | -5.8% |
| 6M | +12.7% | -29.9% | +42.6% | +14.6% |
| YTD | +7.1% | -26.9% | +33.9% | +8.6% |
| 1Y | +43.6% | -34.2% | +77.8% | +46.4% |
| 3Y | +146.8% | -43.6% | +190.4% | +153.5% |
| 5Y | +133.7% | -42.4% | +176.1% | +137.5% |
| All | +397.9% | +21.8% | +376.1% | +381.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling