+740.7%
GOOGL vs ACM
+131.7%
+609.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.2% |
| 7D | -2.8% | -5.9% | +3.1% | -0.9% |
| 30D | -3.2% | -6.2% | +3.0% | -1.5% |
| 3M | -6.6% | -7.9% | +1.3% | -4.7% |
| 6M | +8.5% | -30.6% | +39.1% | +21.0% |
| YTD | +6.5% | -33.3% | +39.8% | +19.4% |
| 1Y | +39.4% | -49.2% | +88.6% | +70.2% |
| 3Y | +146.2% | -23.5% | +169.7% | +157.1% |
| 5Y | +138.3% | +0.9% | +137.4% | +125.2% |
| All | +740.7% | +131.7% | +609.0% | +523.6% |
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