+28.3%
ACGL vs NYT
+55.6%
-27.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.8% |
| 7D | -2.1% | -1.6% | -0.5% | -1.9% |
| 30D | -2.2% | +2.8% | -4.9% | -2.6% |
| 3M | +6.3% | -9.2% | +15.5% | +7.6% |
| 6M | +0.5% | -17.1% | +17.6% | +3.1% |
| YTD | +0.2% | -3.2% | +3.5% | -0.2% |
| 1Y | +7.3% | +15.7% | -8.4% | +3.2% |
| All | +28.3% | +55.6% | -27.3% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling