+0.3%
APA vs ACGL
+337.7%
-337.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.0% | +5.6% | +4.7% |
| 7D | -15.5% | +0.9% | -16.4% | -16.4% |
| 30D | +2.4% | +13.7% | -11.3% | -6.9% |
| 3M | +22.8% | +8.0% | +14.7% | +15.5% |
| 6M | +17.9% | +13.3% | +4.7% | +6.5% |
| YTD | +87.7% | +11.8% | +75.8% | +68.6% |
| 1Y | +94.2% | +22.2% | +71.9% | +63.1% |
| 3Y | +27.2% | +32.5% | -5.3% | -4.7% |
| 5Y | +74.1% | +160.2% | -86.1% | -29.5% |
| All | +0.3% | +337.7% | -337.4% | -64.3% |
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