+16.8%
AMCR vs ACGL
+270.1%
-253.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.2% | -2.9% |
| 7D | -6.3% | -2.1% | -4.1% | -5.6% |
| 30D | -7.1% | -2.2% | -5.0% | -6.4% |
| 3M | +12.7% | +6.3% | +6.4% | +9.9% |
| 6M | +5.2% | +0.5% | +4.6% | +4.6% |
| YTD | +8.1% | +0.2% | +7.9% | +7.5% |
| 1Y | +11.7% | +7.3% | +4.5% | +8.1% |
| 3Y | +9.9% | +30.8% | -20.9% | -4.2% |
| 5Y | -8.7% | +155.8% | -164.4% | -41.6% |
| 10Y | +16.8% | +276.3% | -259.5% | -30.3% |
| All | +16.8% | +270.1% | -253.3% | -30.3% |
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