+4.4%
GOOGL vs ACGL
+28.7%
-24.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.7% | +0.5% | +3.6% |
| 7D | -11.1% | +8.0% | -19.0% | -10.0% |
| 30D | -16.6% | +17.3% | -33.9% | -14.8% |
| 3M | -23.4% | +11.2% | -34.7% | -22.1% |
| 6M | -24.5% | +18.2% | -42.7% | -22.7% |
| YTD | -7.5% | +15.4% | -22.9% | -5.2% |
| 1Y | +4.4% | +26.5% | -22.2% | +17.2% |
| All | +4.4% | +28.7% | -24.3% | +17.2% |
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