+278.5%
AVGO vs ACGL
+33.8%
+244.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.3% | -5.1% | -4.7% |
| 7D | +18.2% | +2.2% | +16.0% | +18.8% |
| 30D | +0.2% | +12.3% | -12.1% | +3.6% |
| 3M | -16.8% | +11.8% | -28.6% | -13.9% |
| 6M | -16.5% | +17.5% | -33.9% | -12.3% |
| YTD | +0.8% | +14.3% | -13.5% | +5.5% |
| 1Y | +2.8% | +18.2% | -15.3% | +7.8% |
| 3Y | +278.5% | +33.2% | +245.4% | +315.8% |
| All | +278.5% | +33.8% | +244.8% | +315.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling