+140.7%
GOOG vs ACN
-43.3%
+184.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.9% |
| 7D | -1.6% | -6.3% | +4.8% | -0.7% |
| 30D | -7.7% | -1.4% | -6.3% | -7.5% |
| 3M | -9.3% | +2.6% | -11.9% | -9.6% |
| 6M | +7.4% | -14.3% | +21.7% | +10.5% |
| YTD | +4.9% | -33.1% | +38.0% | +13.8% |
| 1Y | +37.2% | -28.8% | +66.0% | +46.1% |
| All | +140.7% | -43.3% | +184.0% | +155.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling