+13,507.3%
GOOGL vs ACN
+971.7%
+12,535.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | +0.4% |
| 7D | -2.3% | -1.5% | -0.8% | -1.6% |
| 30D | -6.6% | +9.4% | -15.9% | -10.6% |
| 3M | -8.9% | +5.6% | -14.6% | -13.3% |
| 6M | +11.9% | -9.3% | +21.1% | +12.9% |
| YTD | +8.3% | -29.0% | +37.3% | +21.8% |
| 1Y | +46.2% | -24.7% | +70.9% | +58.1% |
| 3Y | +151.9% | -39.8% | +191.7% | +196.2% |
| 5Y | +137.7% | -40.9% | +178.6% | +181.1% |
| 10Y | +757.6% | +91.1% | +666.4% | +474.8% |
| All | +13,507.3% | +971.7% | +12,535.6% | +4,621.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling