+1,473.2%
ACGL vs CAPR
-99.1%
+1,572.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | -0.1% |
| 7D | +6.4% | +29.7% | -23.3% | +6.3% |
| 30D | +16.6% | +11.0% | +5.6% | +16.5% |
| 3M | +11.6% | +118.8% | -107.2% | +11.2% |
| 6M | +17.5% | -73.9% | +91.4% | +17.6% |
| YTD | +15.3% | -70.2% | +85.5% | +15.4% |
| 1Y | +26.3% | +38.3% | -12.0% | +24.6% |
| 3Y | +35.9% | +199.7% | -163.7% | +32.9% |
| 5Y | +168.2% | +130.6% | +37.6% | +161.8% |
| 10Y | +352.0% | -68.5% | +420.5% | +335.1% |
| All | +1,473.2% | -99.1% | +1,572.4% | +1,447.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling