+2,183.6%
ALNY vs ACGL
+2,571.3%
-387.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | -0.8% | -1.4% | +0.6% | -0.2% |
| 30D | -29.6% | +12.4% | -41.9% | -33.4% |
| 3M | -27.7% | +11.1% | -38.8% | -31.5% |
| 6M | -43.9% | +16.3% | -60.2% | -47.7% |
| YTD | -59.8% | +13.8% | -73.6% | -62.3% |
| 1Y | -64.6% | +20.4% | -85.0% | -67.7% |
| 3Y | -1.3% | +33.6% | -34.8% | -16.6% |
| 5Y | -7.6% | +176.8% | -184.5% | -46.9% |
| 10Y | +243.5% | +324.6% | -81.1% | +36.0% |
| All | +2,183.6% | +2,571.3% | -387.7% | +241.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling