+37.2%
GOOG vs ACGL
+5.7%
+31.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.0% |
| 7D | -1.6% | -2.1% | +0.6% | -1.8% |
| 30D | -7.7% | -2.2% | -5.5% | -7.9% |
| 3M | -9.3% | +6.3% | -15.6% | -8.4% |
| 6M | +7.4% | +0.5% | +6.9% | +7.5% |
| YTD | +4.9% | +0.2% | +4.6% | +5.3% |
| 1Y | +37.2% | +7.3% | +30.0% | +41.8% |
| All | +37.2% | +5.7% | +31.5% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling