+4,269.4%
ACGL vs COO
+6,242.4%
-1,973.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.5% |
| 7D | -0.7% | -2.2% | +1.5% | -0.4% |
| 30D | -1.0% | -7.0% | +6.0% | +0.2% |
| 3M | +11.0% | +12.2% | -1.2% | +8.8% |
| 6M | -0.3% | -15.1% | +14.8% | +2.2% |
| YTD | +2.3% | -15.1% | +17.4% | +4.8% |
| 1Y | +6.4% | +2.3% | +4.0% | +5.4% |
| 3Y | +34.0% | -23.7% | +57.6% | +37.5% |
| 5Y | +161.6% | -38.9% | +200.6% | +176.0% |
| 10Y | +278.6% | +49.9% | +228.7% | +252.7% |
| All | +4,269.4% | +6,242.4% | -1,973.0% | +2,867.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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