-17.0%
ACHR vs ACGL
+31.5%
-48.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -3.0% | +17.7% | +14.2% |
| 7D | +5.7% | +0.9% | +4.8% | +5.9% |
| 30D | -4.9% | +13.7% | -18.7% | -3.1% |
| 3M | -15.1% | +8.0% | -23.2% | -14.0% |
| 6M | -30.7% | +13.3% | -44.0% | -29.3% |
| YTD | -41.0% | +11.8% | -52.8% | -39.8% |
| 1Y | -50.0% | +22.2% | -72.2% | -49.1% |
| 3Y | -17.0% | +32.5% | -49.5% | -7.8% |
| All | -17.0% | +31.5% | -48.5% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 3y: compounded portfolio wealth divided by compounded ACGL 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…
3y analysis · Full analysis span regression · 6 months rolling