-47.3%
ALNY vs ACGL
+8.0%
-55.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.1% | -4.1% |
| 7D | -6.4% | -3.6% | -2.8% | -5.3% |
| 30D | +11.9% | -2.1% | +14.0% | +12.6% |
| 3M | -15.0% | +5.4% | -20.4% | -13.3% |
| 6M | -23.2% | 0.0% | -23.2% | -21.7% |
| YTD | -37.8% | +0.3% | -38.0% | -36.6% |
| 1Y | -47.3% | +6.2% | -53.4% | -45.7% |
| All | -47.3% | +8.0% | -55.3% | -45.7% |
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