+152.5%
ADBE vs ACGL
+263.8%
-111.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.0% | -2.6% |
| 7D | -10.1% | -2.9% | -7.1% | -9.1% |
| 30D | -3.0% | -2.8% | -0.2% | -2.0% |
| 3M | +5.0% | +6.8% | -1.8% | +2.8% |
| 6M | -9.3% | -1.5% | -7.8% | -8.8% |
| YTD | -26.5% | -0.2% | -26.3% | -26.6% |
| 1Y | -28.3% | +5.3% | -33.6% | -29.8% |
| 3Y | -54.1% | +30.3% | -84.4% | -59.4% |
| 5Y | -61.2% | +151.8% | -213.0% | -73.8% |
| 10Y | +152.5% | +266.9% | -114.3% | +44.2% |
| All | +152.5% | +263.8% | -111.3% | +44.2% |
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