+168.5%
ACGL vs URA
+25.3%
+143.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.4% | -7.4% | -3.2% |
| 7D | +0.9% | -4.1% | +5.0% | +1.1% |
| 30D | +13.7% | -19.0% | +32.7% | +14.9% |
| 3M | +8.0% | -25.1% | +33.2% | +9.6% |
| 6M | +13.3% | -44.5% | +57.8% | +17.3% |
| YTD | +11.8% | -24.3% | +36.2% | +11.6% |
| 1Y | +22.2% | -28.1% | +50.4% | +22.4% |
| 3Y | +32.5% | +40.7% | -8.2% | +16.5% |
| All | +168.5% | +25.3% | +143.2% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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