+1,210.4%
AAPL vs ACGL
+263.8%
+946.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -0.4% |
| 7D | -2.7% | -2.9% | +0.2% | -1.8% |
| 30D | +1.0% | -2.8% | +3.8% | +2.0% |
| 3M | +5.0% | +6.8% | -1.8% | +2.5% |
| 6M | +23.0% | -1.5% | +24.6% | +23.2% |
| YTD | +16.6% | -0.2% | +16.9% | +16.1% |
| 1Y | +33.4% | +5.3% | +28.1% | +30.0% |
| 3Y | +79.9% | +30.3% | +49.6% | +58.0% |
| 5Y | +109.0% | +151.8% | -42.8% | +38.9% |
| 10Y | +1,210.4% | +266.9% | +943.6% | +656.8% |
| All | +1,210.4% | +263.8% | +946.6% | +656.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling