+140.7%
GOOG vs ACM
-22.3%
+163.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.4% |
| 7D | -1.6% | -3.7% | +2.1% | -0.7% |
| 30D | -7.7% | -12.7% | +5.0% | -4.8% |
| 3M | -9.3% | -9.8% | +0.5% | -7.3% |
| 6M | +7.4% | -31.4% | +38.8% | +16.7% |
| YTD | +4.9% | -32.1% | +36.9% | +13.5% |
| 1Y | +37.2% | -47.8% | +85.0% | +58.1% |
| All | +140.7% | -22.3% | +163.0% | +143.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling