+36.1%
ALNY vs ACGL
+152.7%
-116.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -3.5% | -2.1% | -1.4% | -2.9% |
| 30D | +18.9% | -2.2% | +21.1% | +19.6% |
| 3M | -13.3% | +6.3% | -19.6% | -14.2% |
| 6M | -20.3% | +0.5% | -20.8% | -20.1% |
| YTD | -35.1% | +0.2% | -35.3% | -35.0% |
| 1Y | -46.5% | +7.3% | -53.8% | -47.4% |
| 3Y | +28.1% | +30.8% | -2.8% | +17.2% |
| 5Y | +36.1% | +155.8% | -119.7% | -7.0% |
| All | +36.1% | +152.7% | -116.6% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling