+36.0%
ACGL vs AHR
+406.6%
-370.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.4% | +5.1% | -6.4% | -2.5% |
| 30D | +12.4% | +12.8% | -0.4% | +9.3% |
| 3M | +11.1% | +13.0% | -1.9% | +7.9% |
| 6M | +16.3% | +18.7% | -2.4% | +11.7% |
| YTD | +13.8% | +27.8% | -13.9% | +7.3% |
| 1Y | +20.4% | +22.9% | -2.5% | +14.4% |
| All | +36.0% | +406.6% | -370.6% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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