-0.3%
ACGL vs BR
-5.2%
+4.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.6% | -1.1% |
| 7D | -0.7% | -5.3% | +4.5% | +0.2% |
| 30D | -1.0% | +6.4% | -7.4% | -2.1% |
| 3M | +11.0% | +13.6% | -2.6% | +7.3% |
| 6M | -0.3% | -6.7% | +6.4% | -0.4% |
| All | -0.3% | -5.2% | +4.8% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 6mo: compounded portfolio wealth divided by compounded BR 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…
6mo analysis · Full analysis span regression · 6 months rolling