+2,861.1%
ALL vs ACGL
+4,429.2%
-1,568.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.7% |
| 7D | 0.0% | -0.7% | +0.8% | +0.3% |
| 30D | -1.5% | -1.0% | -0.5% | -1.1% |
| 3M | +23.6% | +11.0% | +12.6% | +18.9% |
| 6M | +22.3% | -0.3% | +22.7% | +22.7% |
| YTD | +26.5% | +2.3% | +24.2% | +25.7% |
| 1Y | +27.0% | +6.4% | +20.6% | +24.3% |
| 3Y | +149.6% | +34.0% | +115.6% | +123.3% |
| 5Y | +118.1% | +161.6% | -43.6% | +50.4% |
| 10Y | +369.0% | +278.6% | +90.4% | +177.8% |
| All | +2,861.1% | +4,429.2% | -1,568.1% | +978.1% |
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