-7.4%
ABT vs ACGL
+173.3%
-180.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.8% | +1.1% |
| 7D | -1.3% | +2.2% | -3.5% | -1.9% |
| 30D | +6.0% | +12.3% | -6.3% | +2.8% |
| 3M | -1.9% | +11.8% | -13.7% | -4.8% |
| 6M | +31.2% | +17.5% | +13.7% | +25.7% |
| YTD | -11.2% | +14.3% | -25.5% | -14.5% |
| 1Y | -14.0% | +18.2% | -32.1% | -17.8% |
| 3Y | +20.7% | +33.2% | -12.5% | +10.4% |
| All | -7.4% | +173.3% | -180.7% | -34.5% |
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 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