+13,444.1%
GOOG vs ACN
+971.7%
+12,472.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | +0.5% |
| 7D | -2.1% | -1.5% | -0.6% | -1.5% |
| 30D | -6.8% | +9.4% | -16.2% | -10.8% |
| 3M | -9.1% | +5.6% | -14.7% | -13.4% |
| 6M | +10.7% | -9.3% | +20.0% | +11.7% |
| YTD | +7.1% | -29.0% | +36.0% | +20.3% |
| 1Y | +44.6% | -24.7% | +69.3% | +56.3% |
| 3Y | +147.4% | -39.8% | +187.3% | +190.6% |
| 5Y | +133.8% | -40.9% | +174.7% | +176.1% |
| 10Y | +777.5% | +91.1% | +686.4% | +487.3% |
| All | +13,444.1% | +971.7% | +12,472.4% | +4,593.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling