+767.4%
GOOG vs ACN
+91.1%
+676.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | 0.0% |
| 7D | -2.5% | -7.9% | +5.4% | +1.3% |
| 30D | -3.6% | -1.1% | -2.6% | -3.4% |
| 3M | -6.4% | +5.6% | -12.0% | -11.0% |
| 6M | +7.8% | -9.9% | +17.7% | +9.8% |
| YTD | +5.5% | -32.3% | +37.8% | +24.3% |
| 1Y | +38.3% | -25.3% | +63.6% | +51.9% |
| 3Y | +143.1% | -42.3% | +185.4% | +198.1% |
| 5Y | +135.0% | -43.5% | +178.5% | +187.5% |
| All | +767.4% | +91.1% | +676.3% | +439.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 10y: compounded portfolio wealth divided by compounded ACN 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…
10y analysis · Full analysis span regression · 6 months rolling