+172.1%
ACGL vs NYT
+60.3%
+111.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | 0.0% |
| 7D | +2.2% | +6.5% | -4.3% | +1.1% |
| 30D | +12.3% | +8.4% | +3.9% | +10.8% |
| 3M | +11.8% | +13.9% | -2.1% | +9.3% |
| 6M | +17.5% | -4.8% | +22.3% | +17.9% |
| YTD | +14.3% | +6.2% | +8.1% | +12.2% |
| 1Y | +18.2% | +14.3% | +3.9% | +14.5% |
| 3Y | +33.2% | +73.6% | -40.4% | +19.1% |
| All | +172.1% | +60.3% | +111.8% | +130.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling