+568.3%
A vs ACGL
+7,863.7%
-7,295.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.8% |
| 7D | -0.1% | +0.9% | -0.9% | -0.5% |
| 30D | +3.4% | +13.7% | -10.4% | -1.7% |
| 3M | +23.8% | +8.0% | +15.8% | +19.8% |
| 6M | +49.0% | +13.3% | +35.7% | +41.0% |
| YTD | +29.4% | +11.8% | +17.6% | +22.7% |
| 1Y | +19.4% | +22.2% | -2.9% | +9.4% |
| 3Y | +66.2% | +32.5% | +33.7% | +44.0% |
| 5Y | +15.8% | +160.2% | -144.4% | -24.8% |
| 10Y | +326.1% | +338.5% | -12.4% | +113.1% |
| All | +568.3% | +7,863.7% | -7,295.5% | +77.5% |
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 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