+620.3%
AMZN vs ACGL
+329.5%
+290.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.7% |
| 7D | +0.1% | -1.4% | +1.4% | +0.3% |
| 30D | +2.6% | +12.4% | -9.8% | +0.3% |
| 3M | -2.2% | +11.1% | -13.3% | -4.3% |
| 6M | -1.0% | +16.3% | -17.4% | -4.3% |
| YTD | +15.3% | +13.8% | +1.5% | +11.8% |
| 1Y | +6.9% | +20.4% | -13.6% | +2.3% |
| 3Y | +85.4% | +33.6% | +51.8% | +71.2% |
| 5Y | +53.3% | +176.8% | -123.5% | +17.3% |
| 10Y | +620.3% | +324.6% | +295.8% | +391.3% |
| All | +620.3% | +329.5% | +290.9% | +391.3% |
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