+4.4%
GOOGL vs ACN
+10.1%
-5.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.8% | -0.6% | +3.2% |
| 7D | -11.1% | +8.6% | -19.6% | -11.1% |
| 30D | -16.6% | +36.6% | -53.2% | -16.9% |
| 3M | -23.4% | +56.3% | -79.7% | -24.0% |
| 6M | -24.5% | +49.7% | -74.2% | -24.5% |
| YTD | -7.5% | +1.3% | -8.8% | -4.9% |
| 1Y | +4.4% | +11.9% | -7.6% | +9.6% |
| All | +4.4% | +10.1% | -5.7% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 1y: compounded portfolio wealth divided by compounded ACN 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…
1y analysis · Full analysis span regression · 6 months rolling