+2,845.0%
GOOG vs ACM
+230.8%
+2,614.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.9% |
| 7D | -2.1% | -3.7% | +1.6% | -1.0% |
| 30D | -6.8% | -11.1% | +4.3% | -3.8% |
| 3M | -9.1% | -8.0% | -1.1% | -7.2% |
| 6M | +10.7% | -29.7% | +40.4% | +22.4% |
| YTD | +7.1% | -29.4% | +36.4% | +17.5% |
| 1Y | +44.6% | -46.4% | +91.1% | +72.0% |
| 3Y | +147.4% | -22.3% | +169.8% | +158.5% |
| 5Y | +133.8% | +4.5% | +129.3% | +121.1% |
| 10Y | +777.5% | +127.6% | +649.9% | +513.1% |
| All | +2,845.0% | +230.8% | +2,614.2% | +1,471.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling