+6,902.6%
ACGL vs FLR
+482.5%
+6,420.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.3% | -6.3% | -3.5% |
| 7D | +0.9% | -0.8% | +1.7% | +0.9% |
| 30D | +13.7% | -9.1% | +22.8% | +15.1% |
| 3M | +8.0% | -4.7% | +12.7% | +8.1% |
| 6M | +13.3% | -14.2% | +27.5% | +14.2% |
| YTD | +11.8% | +17.3% | -5.4% | +6.7% |
| 1Y | +22.2% | +4.3% | +18.0% | +18.6% |
| 3Y | +32.5% | +30.7% | +1.7% | +19.0% |
| 5Y | +160.2% | +101.3% | +58.9% | +112.7% |
| 10Y | +338.5% | +12.4% | +326.2% | +245.9% |
| All | +6,902.6% | +482.5% | +6,420.1% | +4,656.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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