+3,101.0%
ACGL vs SNY
+245.1%
+2,855.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -1.7% |
| 7D | -2.9% | -2.7% | -0.2% | -2.1% |
| 30D | -2.8% | -0.7% | -2.1% | -2.6% |
| 3M | +6.8% | -1.6% | +8.4% | +7.2% |
| 6M | -1.5% | +2.3% | -3.8% | -2.4% |
| YTD | -0.2% | -6.0% | +5.8% | +1.2% |
| 1Y | +5.3% | -2.7% | +8.0% | +5.3% |
| 3Y | +30.3% | -7.5% | +37.7% | +29.5% |
| 5Y | +151.8% | +6.7% | +145.1% | +136.3% |
| 10Y | +266.9% | +62.3% | +204.6% | +201.8% |
| All | +3,101.0% | +245.1% | +2,855.9% | +1,876.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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