+616.9%
GOOGL vs ACGL
+337.7%
+279.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.6% |
| 7D | +1.8% | +0.9% | +0.9% | +1.5% |
| 30D | -18.8% | +13.7% | -32.5% | -21.8% |
| 3M | -20.3% | +8.0% | -28.4% | -22.3% |
| 6M | -28.4% | +13.3% | -41.6% | -31.3% |
| YTD | -8.8% | +11.8% | -20.7% | -12.5% |
| 1Y | +0.3% | +22.2% | -22.0% | -6.4% |
| 3Y | +120.7% | +32.5% | +88.2% | +94.7% |
| 5Y | +93.1% | +160.2% | -67.1% | +29.1% |
| All | +616.9% | +337.7% | +279.2% | +342.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling