+128.8%
GOOG vs ACM
+2.7%
+126.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.0% |
| 7D | -1.6% | -3.7% | +2.1% | -0.3% |
| 30D | -7.7% | -12.7% | +5.0% | -3.6% |
| 3M | -9.3% | -9.8% | +0.5% | -6.6% |
| 6M | +7.4% | -31.4% | +38.8% | +21.6% |
| YTD | +4.9% | -32.1% | +36.9% | +18.1% |
| 1Y | +37.2% | -47.8% | +85.0% | +70.0% |
| 3Y | +141.6% | -22.1% | +163.7% | +143.0% |
| 5Y | +128.8% | +1.8% | +127.0% | +99.5% |
| All | +128.8% | +2.7% | +126.0% | +99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling