+2,452.6%
GOOG vs ACM
+250.9%
+2,201.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | +1.2% | +3.0% | -1.8% | +0.2% |
| 30D | -16.7% | +19.7% | -36.4% | -21.4% |
| 3M | -15.2% | +5.3% | -20.5% | -17.1% |
| 6M | -24.8% | -10.8% | -14.0% | -23.0% |
| YTD | -7.2% | -25.1% | +17.9% | -0.4% |
| 1Y | -0.1% | -45.8% | +45.7% | +18.2% |
| 3Y | +118.8% | -9.4% | +128.2% | +117.3% |
| 5Y | +99.9% | +4.8% | +95.1% | +88.7% |
| 10Y | +678.2% | +129.8% | +548.4% | +442.5% |
| All | +2,452.6% | +250.9% | +2,201.7% | +1,233.3% |
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