+13,444.1%
GOOG vs ACGL
+2,362.2%
+11,081.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.4% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | -6.8% | -1.0% | -5.8% | -6.5% |
| 3M | -9.1% | +11.0% | -20.1% | -13.0% |
| 6M | +10.7% | -0.3% | +11.0% | +10.1% |
| YTD | +7.1% | +2.3% | +4.8% | +5.2% |
| 1Y | +44.6% | +6.4% | +38.2% | +39.3% |
| 3Y | +147.4% | +34.0% | +113.5% | +109.7% |
| 5Y | +133.8% | +161.6% | -27.8% | +44.6% |
| 10Y | +777.5% | +278.6% | +498.9% | +326.0% |
| All | +13,444.1% | +2,362.2% | +11,081.9% | +3,213.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling