-63.6%
ALNY vs ACGL
+19.1%
-82.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -29.6% |
| 3M | -27.3% | +11.8% | -39.1% | -30.3% |
| 6M | -43.4% | +17.5% | -60.8% | -44.8% |
| YTD | -58.5% | +14.3% | -72.8% | -59.9% |
| 1Y | -63.6% | +18.2% | -81.8% | -64.9% |
| All | -63.6% | +19.1% | -82.8% | -64.9% |
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