+654.4%
GOOG vs ACGL
+332.0%
+322.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | +2.4% | +1.3% | +1.1% | +2.0% |
| 30D | -18.1% | +14.2% | -32.3% | -21.2% |
| 3M | -19.9% | +11.1% | -31.0% | -22.4% |
| 6M | -28.2% | +16.4% | -44.5% | -31.6% |
| YTD | -9.0% | +13.8% | -22.8% | -13.1% |
| 1Y | -1.7% | +21.6% | -23.2% | -8.0% |
| 3Y | +114.5% | +33.5% | +81.0% | +89.1% |
| 5Y | +96.2% | +174.8% | -78.7% | +29.0% |
| 10Y | +654.4% | +330.4% | +324.0% | +342.5% |
| All | +654.4% | +332.0% | +322.3% | +342.5% |
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