+324.9%
ACGL vs ARWR
+1,024.2%
-699.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | +2.2% | -17.8% | +20.0% | +3.4% |
| 30D | +12.3% | -18.1% | +30.4% | +13.6% |
| 3M | +11.8% | -44.2% | +56.0% | +15.8% |
| 6M | +17.5% | -38.6% | +56.1% | +20.5% |
| YTD | +14.3% | -28.0% | +42.3% | +15.5% |
| 1Y | +18.2% | +16.1% | +2.0% | +15.0% |
| 3Y | +33.2% | +84.0% | -50.8% | +20.8% |
| 5Y | +174.3% | -35.4% | +209.7% | +162.3% |
| All | +324.9% | +1,024.2% | -699.3% | +252.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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