+325.4%
AVGO vs ACGL
+34.2%
+291.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | -0.2% |
| 7D | -3.0% | -0.7% | -2.2% | -3.1% |
| 30D | -14.4% | -1.0% | -13.4% | -14.6% |
| 3M | -14.4% | +11.0% | -25.5% | -12.9% |
| 6M | +13.1% | -0.3% | +13.5% | +14.0% |
| YTD | +3.8% | +2.3% | +1.5% | +4.8% |
| 1Y | +17.8% | +6.4% | +11.4% | +19.2% |
| All | +325.4% | +34.2% | +291.2% | +311.6% |
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