+83.2%
APA vs ACGL
+173.1%
-89.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.3% | +0.9% |
| 7D | -5.5% | +1.3% | -6.8% | -6.2% |
| 30D | -1.2% | +14.2% | -15.4% | -6.7% |
| 3M | +10.6% | +11.1% | -0.5% | +5.5% |
| 6M | +28.4% | +16.4% | +12.1% | +19.7% |
| YTD | +89.7% | +13.8% | +76.0% | +77.1% |
| 1Y | +90.6% | +21.6% | +69.0% | +72.2% |
| 3Y | +36.9% | +33.5% | +3.4% | +15.1% |
| 5Y | +83.2% | +174.8% | -91.6% | -18.8% |
| All | +83.2% | +173.1% | -89.9% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling