+18.6%
AMCR vs ACGL
+324.4%
-305.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -2.4% | +2.2% | -4.6% | -3.2% |
| 30D | +3.6% | +12.3% | -8.7% | -0.8% |
| 3M | -4.2% | +11.8% | -16.0% | -8.2% |
| 6M | +15.5% | +17.5% | -1.9% | +8.4% |
| YTD | +9.7% | +14.3% | -4.5% | +3.9% |
| 1Y | +8.3% | +18.2% | -9.9% | +1.3% |
| 3Y | +15.4% | +33.2% | -17.8% | +0.5% |
| 5Y | -9.1% | +174.3% | -183.4% | -43.3% |
| All | +18.6% | +324.4% | -305.7% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling