+53.5%
ALAB vs ACGL
+19.1%
+34.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -3.0% | -1.9% |
| 7D | +16.3% | +2.2% | +14.1% | +21.3% |
| 30D | -26.1% | +12.3% | -38.4% | -4.4% |
| 3M | -31.3% | +11.8% | -43.1% | -11.0% |
| 6M | -1.0% | +17.5% | -18.5% | +49.6% |
| YTD | +33.3% | +14.3% | +19.1% | +98.3% |
| 1Y | +53.5% | +18.2% | +35.4% | +134.9% |
| All | +53.5% | +19.1% | +34.4% | +134.9% |
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