+2,858.7%
GOOGL vs ACM
+230.8%
+2,627.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -2.3% | -3.7% | +1.5% | -1.1% |
| 30D | -6.6% | -11.1% | +4.6% | -3.5% |
| 3M | -8.9% | -8.0% | -1.0% | -7.1% |
| 6M | +11.9% | -29.7% | +41.5% | +23.7% |
| YTD | +8.3% | -29.4% | +37.7% | +18.9% |
| 1Y | +46.2% | -46.4% | +92.6% | +74.0% |
| 3Y | +151.9% | -22.3% | +174.2% | +163.1% |
| 5Y | +137.7% | +4.5% | +133.2% | +124.7% |
| 10Y | +757.6% | +127.6% | +629.9% | +499.3% |
| All | +2,858.7% | +230.8% | +2,627.9% | +1,479.1% |
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