+401.5%
GOOGL vs ACI
+25.9%
+375.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -2.3% | +0.2% | -2.4% | -2.3% |
| 30D | -6.6% | +5.9% | -12.5% | -6.9% |
| 3M | -8.9% | -19.8% | +10.8% | -8.0% |
| 6M | +11.9% | -24.7% | +36.6% | +13.3% |
| YTD | +8.3% | -24.4% | +32.7% | +9.6% |
| 1Y | +46.2% | -31.5% | +77.7% | +48.6% |
| 3Y | +151.9% | -38.7% | +190.5% | +156.8% |
| 5Y | +137.7% | -42.8% | +180.5% | +141.1% |
| All | +401.5% | +25.9% | +375.6% | +383.1% |
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