+189.3%
ALAB vs ACGL
+27.0%
+162.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -0.1% | -19.5% | -19.7% |
| 7D | -38.2% | +6.4% | -44.6% | -35.6% |
| 30D | -54.0% | +16.6% | -70.6% | -49.4% |
| 3M | -43.6% | +11.6% | -55.2% | -39.2% |
| 6M | -16.8% | +17.5% | -34.2% | -7.3% |
| YTD | +7.9% | +15.3% | -7.4% | +19.6% |
| 1Y | -1.4% | +26.3% | -27.7% | +8.8% |
| All | +189.3% | +27.0% | +162.4% | +269.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling