-7.6%
ALNY vs ACGL
+174.9%
-182.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | -0.8% | -1.4% | +0.6% | -0.4% |
| 30D | -29.6% | +12.4% | -41.9% | -31.9% |
| 3M | -27.7% | +11.1% | -38.8% | -30.0% |
| 6M | -43.9% | +16.3% | -60.2% | -46.0% |
| YTD | -59.8% | +13.8% | -73.6% | -61.2% |
| 1Y | -64.6% | +20.4% | -85.0% | -66.3% |
| 3Y | -1.3% | +33.6% | -34.8% | -9.0% |
| 5Y | -7.6% | +176.8% | -184.5% | -35.6% |
| All | -7.6% | +174.9% | -182.5% | -35.6% |
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