+6.7%
AMZN vs ACGL
+22.6%
-15.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.6% | -0.9% |
| 7D | +7.9% | +0.9% | +7.0% | +8.1% |
| 30D | -0.2% | +13.7% | -14.0% | +2.6% |
| 3M | -4.8% | +8.0% | -12.8% | -2.8% |
| 6M | -5.7% | +13.3% | -19.0% | -2.8% |
| YTD | +12.3% | +11.8% | +0.5% | +15.4% |
| 1Y | +6.7% | +22.2% | -15.6% | +10.8% |
| All | +6.7% | +22.6% | -15.9% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling