+106.6%
AMCR vs ACGL
+793.0%
-686.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -3.8% | +1.3% | -5.0% | -4.2% |
| 30D | +8.3% | +14.2% | -5.9% | +3.7% |
| 3M | -2.7% | +11.1% | -13.8% | -6.1% |
| 6M | +16.7% | +16.4% | +0.4% | +10.7% |
| YTD | +13.2% | +13.8% | -0.6% | +8.1% |
| 1Y | +13.7% | +21.6% | -7.8% | +6.2% |
| 3Y | +17.4% | +33.5% | -16.1% | +4.1% |
| 5Y | -5.9% | +174.8% | -180.8% | -37.1% |
| 10Y | +22.4% | +330.4% | -308.0% | -25.2% |
| All | +106.6% | +793.0% | -686.3% | +27.4% |
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