+9.6%
AMCR vs ACGL
+29.4%
-19.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.3% |
| 7D | -1.8% | -2.9% | +1.1% | -1.2% |
| 30D | -6.0% | -2.8% | -3.2% | -5.5% |
| 3M | +18.9% | +6.8% | +12.1% | +17.3% |
| 6M | +5.7% | -1.5% | +7.2% | +5.9% |
| YTD | +11.1% | -0.2% | +11.3% | +11.0% |
| 1Y | +12.7% | +5.3% | +7.4% | +11.5% |
| 3Y | +9.6% | +30.3% | -20.7% | +2.8% |
| All | +9.6% | +29.4% | -19.8% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling