-18.5%
AMRZ vs ACGL
+18.6%
-37.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.1% | -1.6% |
| 7D | +1.2% | +0.9% | +0.3% | +1.2% |
| 30D | +15.1% | +13.7% | +1.3% | +14.9% |
| 3M | -18.1% | +8.0% | -26.1% | -18.2% |
| 6M | -23.5% | +13.3% | -36.7% | -23.5% |
| YTD | -21.6% | +11.8% | -33.5% | -22.0% |
| 1Y | -14.7% | +22.2% | -37.0% | -15.5% |
| All | -18.5% | +18.6% | -37.1% | -19.6% |
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