+138.0%
GOOGL vs ACN
-43.0%
+181.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +1.4% |
| 7D | +1.1% | -4.8% | +5.9% | +2.8% |
| 30D | -4.4% | +1.9% | -6.3% | -5.3% |
| 3M | -6.8% | +3.9% | -10.7% | -9.1% |
| 6M | +13.6% | -15.0% | +28.6% | +19.7% |
| YTD | +8.3% | -31.9% | +40.2% | +25.8% |
| 1Y | +44.9% | -28.5% | +73.5% | +62.6% |
| 3Y | +150.5% | -41.9% | +192.4% | +199.9% |
| All | +138.0% | -43.0% | +181.0% | +173.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling