+26.5%
ACGL vs ALK
-1.1%
+27.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.8% | -6.1% | +2.3% |
| 7D | +8.0% | +12.4% | -4.4% | +7.5% |
| 30D | +17.3% | +2.1% | +15.2% | +17.0% |
| 3M | +11.2% | -23.9% | +35.1% | +11.5% |
| 6M | +18.2% | +8.2% | +10.0% | +17.0% |
| YTD | +15.4% | -20.5% | +35.9% | +14.3% |
| 1Y | +26.5% | -1.0% | +27.6% | +22.7% |
| All | +26.5% | -1.1% | +27.6% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling