+2,435.8%
ABT vs ACGL
+4,429.2%
-1,993.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | -3.7% | -0.7% | -2.9% | -3.6% |
| 30D | +2.5% | -1.0% | +3.5% | +2.7% |
| 3M | +20.2% | +11.0% | +9.1% | +17.8% |
| 6M | -2.9% | -0.3% | -2.6% | -2.9% |
| YTD | -11.9% | +2.3% | -14.2% | -12.4% |
| 1Y | -16.5% | +6.4% | -22.9% | -17.7% |
| 3Y | +12.1% | +34.0% | -21.8% | +5.0% |
| 5Y | -7.4% | +161.6% | -169.0% | -24.0% |
| 10Y | +210.7% | +278.6% | -67.9% | +135.3% |
| All | +2,435.8% | +4,429.2% | -1,993.4% | +1,411.9% |
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 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