+325.8%
GOOGL vs ACI
+34.0%
+291.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.4% | -0.4% |
| 7D | +2.6% | -0.6% | +3.2% | +2.7% |
| 30D | -18.3% | +9.5% | -27.8% | -18.8% |
| 3M | -19.6% | +10.1% | -29.7% | -20.1% |
| 6M | -28.2% | -15.4% | -12.8% | -27.8% |
| YTD | -8.0% | -19.5% | +11.5% | -7.4% |
| 1Y | -0.7% | -21.0% | +20.3% | 0.0% |
| 3Y | +118.8% | -31.2% | +150.0% | +121.0% |
| 5Y | +98.9% | -40.6% | +139.4% | +100.6% |
| All | +325.8% | +34.0% | +291.9% | +308.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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