+273.1%
ACGL vs NYT
+487.2%
-214.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.6% | -0.7% | -2.9% | -3.5% |
| 30D | -2.1% | +4.5% | -6.6% | -3.1% |
| 3M | +5.4% | -8.5% | +13.9% | +7.0% |
| 6M | 0.0% | -15.1% | +15.1% | +3.1% |
| YTD | +0.3% | -3.3% | +3.6% | +0.1% |
| 1Y | +6.2% | +17.0% | -10.8% | +1.2% |
| 3Y | +30.9% | +55.7% | -24.7% | +15.0% |
| 5Y | +159.8% | +38.9% | +120.9% | +129.2% |
| All | +273.1% | +487.2% | -214.1% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling