+95.3%
AAPL vs ACGL
+33.8%
+61.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +4.1% | +2.2% | +2.0% | +3.8% |
| 30D | +4.0% | +12.3% | -8.3% | +2.2% |
| 3M | +16.8% | +11.8% | +5.0% | +14.9% |
| 6M | +19.4% | +17.5% | +1.9% | +16.6% |
| YTD | +31.5% | +14.3% | +17.2% | +28.8% |
| 1Y | +31.0% | +18.2% | +12.8% | +27.6% |
| 3Y | +95.3% | +33.2% | +62.1% | +96.0% |
| All | +95.3% | +33.8% | +61.5% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling