+264,716.1%
AMZN vs ACGL
+5,140.7%
+259,575.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.6% | +0.2% |
| 7D | +7.9% | +0.9% | +7.0% | +7.7% |
| 30D | -0.2% | +13.7% | -14.0% | -2.7% |
| 3M | -4.8% | +8.0% | -12.8% | -6.2% |
| 6M | -5.7% | +13.3% | -19.0% | -8.2% |
| YTD | +12.3% | +11.8% | +0.5% | +9.4% |
| 1Y | +6.7% | +22.2% | -15.6% | +2.1% |
| 3Y | +85.6% | +32.5% | +53.1% | +72.9% |
| 5Y | +47.4% | +160.2% | -112.8% | +19.1% |
| 10Y | +586.8% | +338.5% | +248.3% | +386.8% |
| All | +264,716.1% | +5,140.7% | +259,575.5% | +171,296.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling