+136.0%
GOOG vs ACN
-42.1%
+178.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.4% | -1.8% | +0.4% |
| 7D | 0.0% | -1.5% | +1.6% | +0.5% |
| 30D | -2.0% | +2.1% | -4.0% | -2.9% |
| 3M | -5.9% | +11.1% | -17.0% | -10.5% |
| 6M | +8.9% | -6.8% | +15.7% | +10.4% |
| YTD | +7.1% | -30.0% | +37.2% | +23.1% |
| 1Y | +39.7% | -23.1% | +62.8% | +51.3% |
| 3Y | +145.8% | -40.4% | +186.2% | +191.4% |
| All | +136.0% | -42.1% | +178.1% | +165.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling