-4.2%
ABT vs ACGL
+159.2%
-163.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.3% | -2.4% |
| 7D | +3.5% | +0.9% | +2.6% | +3.3% |
| 30D | +12.0% | +13.7% | -1.7% | +8.3% |
| 3M | +2.5% | +8.0% | -5.6% | +0.4% |
| 6M | +29.1% | +13.3% | +15.8% | +24.9% |
| YTD | -10.1% | +11.8% | -21.9% | -12.9% |
| 1Y | -9.8% | +22.2% | -32.1% | -14.6% |
| 3Y | +23.3% | +32.5% | -9.2% | +12.9% |
| All | -4.2% | +159.2% | -163.5% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling