+2,062.4%
AVGO vs ACGL
+337.7%
+1,724.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +1.7% |
| 7D | -9.9% | +0.9% | -10.8% | -10.3% |
| 30D | -22.0% | +13.7% | -35.7% | -25.4% |
| 3M | -30.0% | +8.0% | -38.1% | -32.1% |
| 6M | -30.7% | +13.3% | -44.0% | -34.5% |
| YTD | -14.7% | +11.8% | -26.5% | -19.5% |
| 1Y | -16.8% | +22.2% | -39.0% | -24.3% |
| 3Y | +244.4% | +32.5% | +211.9% | +190.4% |
| 5Y | +474.0% | +160.2% | +313.8% | +239.6% |
| All | +2,062.4% | +337.7% | +1,724.7% | +1,042.0% |
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 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