+606.7%
AVGO vs ACGL
+176.7%
+430.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.5% | +5.5% |
| 7D | +25.0% | -1.2% | +26.2% | +25.0% |
| 30D | +2.0% | +12.8% | -10.8% | +1.6% |
| 3M | -12.3% | +12.3% | -24.5% | -12.6% |
| 6M | -12.8% | +15.8% | -28.6% | -13.6% |
| YTD | +5.9% | +13.9% | -8.0% | +4.8% |
| 1Y | +3.3% | +19.0% | -15.7% | +1.4% |
| 3Y | +293.1% | +33.7% | +259.4% | +264.5% |
| 5Y | +606.7% | +173.4% | +433.3% | +375.1% |
| All | +606.7% | +176.7% | +430.0% | +375.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling