+556.9%
A vs ACGL
+8,108.0%
-7,551.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -5.2% | +6.4% | -11.6% | -7.4% |
| 30D | +1.4% | +16.6% | -15.2% | -4.3% |
| 3M | +21.9% | +11.6% | +10.3% | +16.6% |
| 6M | +46.7% | +17.5% | +29.2% | +37.0% |
| YTD | +27.2% | +15.3% | +11.9% | +19.3% |
| 1Y | +17.9% | +26.3% | -8.4% | +6.8% |
| 3Y | +61.1% | +35.9% | +25.2% | +38.3% |
| 5Y | +13.8% | +168.2% | -154.3% | -26.9% |
| 10Y | +318.8% | +352.0% | -33.2% | +107.3% |
| All | +556.9% | +8,108.0% | -7,551.1% | +72.7% |
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