+36.0%
ACGL vs ALK
+2.1%
+33.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.3% | -1.8% |
| 7D | -0.7% | -0.7% | -0.1% | -0.7% |
| 30D | -1.0% | -19.2% | +18.2% | +0.1% |
| 3M | +11.0% | -1.5% | +12.6% | +10.8% |
| 6M | -0.3% | -13.1% | +12.7% | 0.0% |
| YTD | +2.3% | -16.4% | +18.7% | +2.6% |
| 1Y | +6.4% | -33.1% | +39.4% | +8.4% |
| All | +36.0% | +2.1% | +33.9% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling