-24.4%
GOOGL vs ACM
-11.4%
-13.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.7% | +2.2% |
| 7D | +1.6% | +3.0% | -1.4% | +1.1% |
| 30D | -16.8% | +19.7% | -36.5% | -18.9% |
| 3M | -14.6% | +5.3% | -19.9% | -14.9% |
| 6M | -24.4% | -10.8% | -13.6% | -23.1% |
| All | -24.4% | -11.4% | -13.0% | -23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling