+692.8%
GOOGL vs ACM
+132.6%
+560.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.2% |
| 7D | +3.9% | +5.6% | -1.8% | +1.9% |
| 30D | -14.9% | +20.8% | -35.7% | -20.3% |
| 3M | -14.6% | +11.4% | -26.0% | -18.0% |
| 6M | -26.4% | +0.9% | -27.4% | -27.4% |
| YTD | -5.3% | -24.8% | +19.5% | +2.4% |
| 1Y | +6.5% | -46.4% | +52.9% | +29.3% |
| 3Y | +126.0% | -9.2% | +135.3% | +122.2% |
| 5Y | +100.8% | +5.0% | +95.8% | +85.6% |
| All | +692.8% | +132.6% | +560.2% | +439.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling