+2,469.2%
GOOG vs ACM
+252.1%
+2,217.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.1% |
| 7D | +3.0% | +5.6% | -2.6% | +1.2% |
| 30D | -14.9% | +20.8% | -35.7% | -19.9% |
| 3M | -14.9% | +11.4% | -26.3% | -18.1% |
| 6M | -26.6% | +0.9% | -27.5% | -27.5% |
| YTD | -6.6% | -24.8% | +18.2% | +0.2% |
| 1Y | +5.1% | -46.4% | +51.5% | +24.8% |
| 3Y | +121.0% | -9.2% | +130.2% | +119.3% |
| 5Y | +97.3% | +5.0% | +92.3% | +86.2% |
| 10Y | +683.2% | +130.6% | +552.7% | +445.5% |
| All | +2,469.2% | +252.1% | +2,217.1% | +1,240.5% |
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 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