+89.3%
CSCO vs ACGL
+31.5%
+57.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.9% |
| 7D | -10.2% | +0.9% | -11.1% | -10.2% |
| 30D | -20.1% | +13.7% | -33.8% | -20.2% |
| 3M | -22.4% | +8.0% | -30.4% | -22.4% |
| 6M | +2.8% | +13.3% | -10.5% | +2.6% |
| YTD | +23.6% | +11.8% | +11.8% | +23.2% |
| 1Y | +34.0% | +22.2% | +11.8% | +31.6% |
| 3Y | +89.3% | +32.5% | +56.8% | +87.5% |
| All | +89.3% | +31.5% | +57.8% | +87.5% |
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 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