+204.4%
ABT vs ACGL
+263.8%
-59.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -1.8% |
| 7D | -3.1% | -2.9% | -0.2% | -2.2% |
| 30D | -2.1% | -2.8% | +0.7% | -1.3% |
| 3M | +17.4% | +6.8% | +10.6% | +15.0% |
| 6M | -2.4% | -1.5% | -0.8% | -2.0% |
| YTD | -14.2% | -0.2% | -14.0% | -14.4% |
| 1Y | -18.3% | +5.3% | -23.6% | -20.0% |
| 3Y | +11.5% | +30.3% | -18.8% | 0.0% |
| 5Y | -9.9% | +151.8% | -161.7% | -37.0% |
| 10Y | +204.4% | +266.9% | -62.5% | +79.0% |
| All | +204.4% | +263.8% | -59.4% | +79.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling