+229.8%
ALNY vs ACGL
+324.4%
-94.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.0% | +5.3% |
| 7D | +5.8% | +2.2% | +3.7% | +5.2% |
| 30D | -26.5% | +12.3% | -38.8% | -29.0% |
| 3M | -27.3% | +11.8% | -39.1% | -29.8% |
| 6M | -43.4% | +17.5% | -60.8% | -45.9% |
| YTD | -58.5% | +14.3% | -72.8% | -60.1% |
| 1Y | -63.6% | +18.2% | -81.8% | -65.4% |
| 3Y | 0.0% | +33.2% | -33.1% | -9.1% |
| 5Y | -3.4% | +174.3% | -177.7% | -30.6% |
| All | +229.8% | +324.4% | -94.5% | +62.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling