+1,485.7%
ACGL vs BR
+1,485.1%
+0.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.4% | +1.9% | -3.2% | -2.1% |
| 30D | +12.4% | +15.9% | -3.5% | +6.0% |
| 3M | +11.1% | +13.7% | -2.5% | +5.4% |
| 6M | +16.3% | +31.0% | -14.6% | +3.7% |
| YTD | +13.8% | -12.0% | +25.8% | +18.0% |
| 1Y | +20.4% | -11.5% | +31.9% | +24.6% |
| 3Y | +33.6% | +14.9% | +18.6% | +23.1% |
| 5Y | +176.8% | +20.1% | +156.8% | +145.4% |
| 10Y | +324.6% | +278.9% | +45.7% | +139.0% |
| All | +1,485.7% | +1,485.1% | +0.6% | +391.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling