+7.7%
AMT vs ACGL
+20.5%
-12.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -2.2% | -1.2% | -1.0% | -1.8% |
| 30D | +5.8% | +12.8% | -7.0% | +2.8% |
| 3M | +12.6% | +12.3% | +0.3% | +9.6% |
| 6M | +8.3% | +15.8% | -7.5% | +4.3% |
| YTD | +11.4% | +13.9% | -2.5% | +8.2% |
| 1Y | +7.7% | +19.0% | -11.3% | +4.7% |
| All | +7.7% | +20.5% | -12.8% | +4.7% |
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