+2,412.2%
GOOGL vs ACM
+252.7%
+2,159.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +2.6% | +6.6% | -4.0% | +0.6% |
| 30D | -18.3% | +19.8% | -38.1% | -22.9% |
| 3M | -19.6% | -3.1% | -16.4% | -19.3% |
| 6M | -28.2% | -11.5% | -16.7% | -26.3% |
| YTD | -8.0% | -24.7% | +16.7% | -1.3% |
| 1Y | -0.7% | -45.1% | +44.4% | +17.1% |
| 3Y | +118.8% | -8.9% | +127.7% | +116.9% |
| 5Y | +98.9% | +5.4% | +93.5% | +87.4% |
| 10Y | +643.6% | +131.1% | +512.5% | +417.6% |
| All | +2,412.2% | +252.7% | +2,159.4% | +1,210.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling