+26.5%
ACGL vs CAPR
+47.4%
-20.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.3% | -5.6% | +2.7% |
| 7D | +8.0% | +43.2% | -35.2% | +8.0% |
| 30D | +17.3% | +14.7% | +2.6% | +17.3% |
| 3M | +11.2% | +113.9% | -102.7% | +11.2% |
| 6M | +18.2% | -73.4% | +91.6% | +18.0% |
| YTD | +15.4% | -69.1% | +84.5% | +15.3% |
| 1Y | +26.5% | +47.2% | -20.7% | +26.8% |
| All | +26.5% | +47.4% | -20.9% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling