+2.8%
CSCO vs ACGL
+13.9%
-11.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -3.5% |
| 7D | -10.2% | +0.9% | -11.1% | -9.6% |
| 30D | -20.1% | +13.7% | -33.8% | -13.9% |
| 3M | -22.4% | +8.0% | -30.4% | -18.4% |
| 6M | +2.8% | +13.3% | -10.5% | +21.5% |
| All | +2.8% | +13.9% | -11.1% | +21.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling