+92.0%
GOOG vs ACGL
+166.8%
-74.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.2% |
| 7D | +2.1% | +0.9% | +1.2% | +1.9% |
| 30D | -18.3% | +13.7% | -32.0% | -19.8% |
| 3M | -20.3% | +8.0% | -28.4% | -21.2% |
| 6M | -28.1% | +13.3% | -41.3% | -29.5% |
| YTD | -9.3% | +11.8% | -21.2% | -11.2% |
| 1Y | -0.2% | +22.2% | -22.5% | -3.8% |
| 3Y | +118.0% | +32.5% | +85.6% | +101.3% |
| All | +92.0% | +166.8% | -74.7% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling