+164.5%
ACGL vs ALK
-25.3%
+189.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.3% | -1.9% |
| 7D | -0.7% | -0.7% | -0.1% | -0.7% |
| 30D | -1.0% | -19.2% | +18.2% | +1.5% |
| 3M | +11.0% | -1.5% | +12.6% | +10.6% |
| 6M | -0.3% | -13.1% | +12.7% | +0.4% |
| YTD | +2.3% | -16.4% | +18.7% | +3.1% |
| 1Y | +6.4% | -33.1% | +39.4% | +10.7% |
| 3Y | +34.0% | +0.6% | +33.3% | +26.3% |
| All | +164.5% | -25.3% | +189.8% | +158.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling