+5,232.6%
ACGL vs FDS
+10,727.5%
-5,494.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +6.4% | +6.4% | 0.0% | +5.1% |
| 30D | +16.6% | +25.2% | -8.6% | +11.4% |
| 3M | +11.6% | +22.9% | -11.3% | +6.6% |
| 6M | +17.5% | +56.5% | -39.1% | +6.1% |
| YTD | +15.3% | +19.0% | -3.7% | +9.2% |
| 1Y | +26.3% | +32.7% | -6.4% | +16.7% |
| 3Y | +35.9% | -20.4% | +56.3% | +38.7% |
| 5Y | +168.2% | -19.6% | +187.8% | +171.2% |
| 10Y | +352.0% | +148.5% | +203.5% | +273.5% |
| All | +5,232.6% | +10,727.5% | -5,494.9% | +2,968.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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