+3.0%
GOOG vs ACGL
+20.5%
-17.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | +4.8% | -1.2% | +6.0% | +4.7% |
| 30D | -15.5% | +12.8% | -28.3% | -14.1% |
| 3M | -13.7% | +12.3% | -26.0% | -12.1% |
| 6M | -23.0% | +15.8% | -38.8% | -21.4% |
| YTD | -5.7% | +13.9% | -19.6% | -3.8% |
| 1Y | +3.0% | +19.0% | -16.0% | +8.1% |
| All | +3.0% | +20.5% | -17.5% | +8.1% |
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 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