+274.0%
ACGL vs ALK
-34.2%
+308.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.3% | -2.1% |
| 7D | -0.7% | -0.7% | -0.1% | -0.6% |
| 30D | -1.0% | -19.2% | +18.2% | +4.4% |
| 3M | +11.0% | -1.5% | +12.6% | +10.1% |
| 6M | -0.3% | -13.1% | +12.7% | +0.8% |
| YTD | +2.3% | -16.4% | +18.7% | +3.7% |
| 1Y | +6.4% | -33.1% | +39.4% | +14.2% |
| 3Y | +34.0% | +0.6% | +33.3% | +18.1% |
| 5Y | +161.6% | -26.4% | +188.0% | +147.9% |
| All | +274.0% | -34.2% | +308.2% | +197.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling