+4,631.2%
ACGL vs FDS
+9,502.8%
-4,871.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -1.0% |
| 7D | -0.7% | -1.9% | +1.2% | -0.4% |
| 30D | -1.0% | +9.0% | -10.0% | -2.8% |
| 3M | +11.0% | +18.9% | -7.8% | +6.8% |
| 6M | -0.3% | +35.1% | -35.5% | -7.3% |
| YTD | +2.3% | +5.5% | -3.2% | -0.5% |
| 1Y | +6.4% | -16.8% | +23.2% | +8.2% |
| 3Y | +34.0% | -28.1% | +62.0% | +39.9% |
| 5Y | +161.6% | -17.4% | +179.1% | +163.7% |
| 10Y | +278.6% | +85.4% | +193.1% | +229.6% |
| All | +4,631.2% | +9,502.8% | -4,871.7% | +2,696.5% |
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