+145.2%
GOOGL vs ACN
-42.6%
+187.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | -2.8% | -7.9% | +5.1% | -1.7% |
| 30D | -3.2% | -1.1% | -2.1% | -3.1% |
| 3M | -6.6% | +5.6% | -12.2% | -7.4% |
| 6M | +8.5% | -9.9% | +18.4% | +10.6% |
| YTD | +6.5% | -32.3% | +38.8% | +15.4% |
| 1Y | +39.4% | -25.3% | +64.7% | +46.7% |
| All | +145.2% | -42.6% | +187.8% | +160.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling