+6,303.4%
ACGL vs FLR
+603.8%
+5,699.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.4% |
| 7D | -0.7% | +5.4% | -6.2% | -1.5% |
| 30D | -1.0% | +11.4% | -12.4% | -3.0% |
| 3M | +11.0% | +11.4% | -0.4% | +8.3% |
| 6M | -0.3% | +16.6% | -17.0% | -4.1% |
| YTD | +2.3% | +41.7% | -39.4% | -4.9% |
| 1Y | +6.4% | +35.4% | -29.0% | -0.8% |
| 3Y | +34.0% | +57.3% | -23.3% | +17.3% |
| 5Y | +161.6% | +241.0% | -79.3% | +96.5% |
| 10Y | +278.6% | +16.6% | +261.9% | +198.5% |
| All | +6,303.4% | +603.8% | +5,699.6% | +4,141.4% |
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