+361.1%
CSCO vs ACGL
+276.1%
+85.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +1.1% |
| 7D | -0.7% | -0.7% | +0.1% | -0.5% |
| 30D | -10.1% | -1.0% | -9.1% | -9.9% |
| 3M | -15.7% | +11.0% | -26.7% | -19.0% |
| 6M | +36.3% | -0.3% | +36.6% | +35.4% |
| YTD | +43.8% | +2.3% | +41.6% | +41.1% |
| 1Y | +63.9% | +6.4% | +57.6% | +58.2% |
| 3Y | +104.4% | +34.0% | +70.4% | +76.6% |
| 5Y | +111.4% | +161.6% | -50.3% | +35.7% |
| All | +361.1% | +276.1% | +85.0% | +151.5% |
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