+4,162.9%
ACGL vs NYT
+634.9%
+3,528.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.6% |
| 7D | -2.9% | +0.3% | -3.3% | -3.0% |
| 30D | -2.8% | +7.0% | -9.8% | -3.9% |
| 3M | +6.8% | -7.9% | +14.7% | +7.9% |
| 6M | -1.5% | -15.0% | +13.5% | +0.6% |
| YTD | -0.2% | -1.3% | +1.1% | -0.6% |
| 1Y | +5.3% | +16.9% | -11.6% | +2.0% |
| 3Y | +30.3% | +58.9% | -28.6% | +19.1% |
| 5Y | +151.8% | +40.9% | +110.9% | +130.8% |
| 10Y | +266.9% | +471.8% | -204.9% | +168.3% |
| All | +4,162.9% | +634.9% | +3,528.0% | +2,352.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling