+772.7%
GOOG vs ACGL
+270.1%
+502.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -1.6% | -2.1% | +0.6% | -1.0% |
| 30D | -7.7% | -2.2% | -5.5% | -7.1% |
| 3M | -9.3% | +6.3% | -15.6% | -11.2% |
| 6M | +7.4% | +0.5% | +6.9% | +6.7% |
| YTD | +4.9% | +0.2% | +4.6% | +4.0% |
| 1Y | +37.2% | +7.3% | +30.0% | +32.9% |
| 3Y | +141.6% | +30.8% | +110.8% | +112.6% |
| 5Y | +128.8% | +155.8% | -27.0% | +53.1% |
| 10Y | +772.7% | +276.3% | +496.4% | +405.1% |
| All | +772.7% | +270.1% | +502.6% | +405.1% |
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 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