+932.6%
ACGL vs URA
-31.1%
+963.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | -0.7% | +1.1% | -1.8% | -0.9% |
| 30D | -1.0% | +7.4% | -8.4% | -2.2% |
| 3M | +11.0% | -8.4% | +19.4% | +11.8% |
| 6M | -0.3% | -12.7% | +12.4% | +0.6% |
| YTD | +2.3% | +7.8% | -5.5% | -1.4% |
| 1Y | +6.4% | +19.5% | -13.1% | -0.5% |
| 3Y | +34.0% | +116.4% | -82.5% | +8.0% |
| 5Y | +161.6% | +134.3% | +27.4% | +99.1% |
| 10Y | +278.6% | +359.3% | -80.7% | +131.4% |
| All | +932.6% | -31.1% | +963.7% | +717.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling