+4,678.2%
ACGL vs TAP
+782.2%
+3,896.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.5% | +1.5% | -2.0% |
| 7D | +0.9% | +0.5% | +0.3% | +0.7% |
| 30D | +13.7% | +9.1% | +4.6% | +11.6% |
| 3M | +8.0% | -3.8% | +11.8% | +8.8% |
| 6M | +13.3% | -3.4% | +16.7% | +13.8% |
| YTD | +11.8% | -10.6% | +22.5% | +13.9% |
| 1Y | +22.2% | -4.4% | +26.6% | +22.5% |
| 3Y | +32.5% | -24.4% | +56.8% | +38.2% |
| 5Y | +160.2% | +2.1% | +158.1% | +152.6% |
| 10Y | +338.5% | -48.7% | +387.3% | +361.4% |
| All | +4,678.2% | +782.2% | +3,896.0% | +3,904.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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