+65.2%
ALAB vs ACGL
+4.8%
+60.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.7% | +11.5% | +6.5% |
| 7D | +7.2% | -0.7% | +8.0% | +5.9% |
| 30D | -2.5% | -1.0% | -1.5% | -3.9% |
| 3M | -13.3% | +11.0% | -24.4% | +7.9% |
| 6M | +172.8% | -0.3% | +173.2% | +190.5% |
| YTD | +86.6% | +2.3% | +84.3% | +111.9% |
| 1Y | +65.2% | +6.4% | +58.8% | +98.6% |
| All | +65.2% | +4.8% | +60.3% | +98.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling