+158.0%
ACGL vs FRSH
-72.0%
+230.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.9% | +2.5% | -2.2% |
| 7D | -2.9% | -10.1% | +7.2% | -2.4% |
| 30D | -2.8% | +2.2% | -5.0% | -3.0% |
| 3M | +6.8% | +28.6% | -21.8% | +5.3% |
| 6M | -1.5% | +40.2% | -41.8% | -3.6% |
| YTD | -0.2% | -1.2% | +1.0% | -0.6% |
| 1Y | +5.3% | -7.9% | +13.2% | +5.2% |
| 3Y | +30.3% | -44.7% | +75.0% | +32.2% |
| All | +158.0% | -72.0% | +230.0% | +153.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 5y: compounded portfolio wealth divided by compounded FRSH 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…
5y analysis · Full analysis span regression · 6 months rolling