+10.8%
AMCR vs ACGL
+8.0%
+2.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -5.0% | -3.6% | -1.3% | -4.1% |
| 30D | -8.0% | -2.1% | -5.9% | -7.5% |
| 3M | +14.3% | +5.4% | +8.9% | +13.1% |
| 6M | +5.3% | 0.0% | +5.3% | +5.4% |
| YTD | +7.7% | +0.3% | +7.4% | +7.7% |
| 1Y | +10.8% | +6.2% | +4.7% | +12.6% |
| All | +10.8% | +8.0% | +2.8% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling