+2,664.2%
AVGO vs ACGL
+270.2%
+2,394.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.8% |
| 7D | -3.0% | -0.7% | -2.2% | -2.7% |
| 30D | -14.4% | -1.0% | -13.4% | -14.3% |
| 3M | -14.4% | +11.0% | -25.5% | -18.2% |
| 6M | +13.1% | -0.3% | +13.5% | +11.8% |
| YTD | +3.8% | +2.3% | +1.5% | +1.1% |
| 1Y | +17.8% | +6.4% | +11.4% | +12.5% |
| 3Y | +325.3% | +34.0% | +291.3% | +252.3% |
| 5Y | +689.9% | +161.6% | +528.3% | +360.6% |
| All | +2,664.2% | +270.2% | +2,394.1% | +1,286.2% |
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