+767.4%
GOOG vs ACM
+131.7%
+635.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.2% |
| 7D | -2.5% | -5.9% | +3.4% | -0.6% |
| 30D | -3.6% | -6.2% | +2.6% | -2.0% |
| 3M | -6.4% | -7.9% | +1.5% | -4.5% |
| 6M | +7.8% | -30.6% | +38.4% | +20.1% |
| YTD | +5.5% | -33.3% | +38.8% | +18.2% |
| 1Y | +38.3% | -49.2% | +87.5% | +68.5% |
| 3Y | +143.1% | -23.5% | +166.5% | +153.8% |
| 5Y | +135.0% | +0.9% | +134.1% | +122.3% |
| All | +767.4% | +131.7% | +635.7% | +547.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling