-62.0%
ALNY vs ACGL
+28.7%
-90.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -1.9% | 0.0% |
| 7D | -30.7% | +8.0% | -38.7% | -32.5% |
| 30D | -26.7% | +17.3% | -44.0% | -31.1% |
| 3M | -26.4% | +11.2% | -37.7% | -29.2% |
| 6M | -45.9% | +18.2% | -64.1% | -47.5% |
| YTD | -59.5% | +15.4% | -74.9% | -60.9% |
| 1Y | -62.0% | +26.5% | -88.5% | -62.9% |
| All | -62.0% | +28.7% | -90.7% | -62.9% |
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