+128.3%
GOOGL vs ACGL
+33.3%
+95.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +5.7% | -1.2% | +6.9% | +5.7% |
| 30D | -15.6% | +12.8% | -28.4% | -15.2% |
| 3M | -13.0% | +12.3% | -25.3% | -12.6% |
| 6M | -22.8% | +15.8% | -38.6% | -22.4% |
| YTD | -4.4% | +13.9% | -18.3% | -3.9% |
| 1Y | +4.5% | +19.0% | -14.6% | +5.0% |
| All | +128.3% | +33.3% | +95.0% | +135.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling