+6,597.7%
ACGL vs SBAC
+2,252.5%
+4,345.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +6.4% | +4.4% | +1.9% | +6.1% |
| 30D | +16.6% | +13.8% | +2.8% | +15.6% |
| 3M | +11.6% | +9.0% | +2.6% | +10.9% |
| 6M | +17.5% | -10.0% | +27.5% | +18.1% |
| YTD | +15.3% | +1.8% | +13.5% | +14.7% |
| 1Y | +26.3% | +1.1% | +25.2% | +25.7% |
| 3Y | +35.9% | -9.5% | +45.4% | +35.8% |
| 5Y | +168.2% | -39.0% | +207.2% | +173.7% |
| 10Y | +352.0% | +101.1% | +250.8% | +332.5% |
| All | +6,597.7% | +2,252.5% | +4,345.2% | +5,972.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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